-47.9%
SOUN vs AVAV
+52.8%
-100.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -9.5% | +9.9% | -19.4% | -13.0% |
| 30D | -21.3% | -5.4% | -15.9% | -20.8% |
| 3M | -47.2% | -36.5% | -10.7% | -39.2% |
| 6M | -53.7% | -25.3% | -28.5% | -50.8% |
| YTD | -60.8% | -48.6% | -12.2% | -53.6% |
| 1Y | -70.9% | -62.1% | -8.8% | -61.9% |
| 3Y | +118.4% | +2.3% | +116.1% | +78.2% |
| All | -47.9% | +52.8% | -100.7% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling