-16.5%
SOUN vs AVTR
-50.3%
+33.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -7.1% | -1.1% | -6.1% | -6.8% |
| 30D | -15.4% | +6.3% | -21.7% | -17.4% |
| 3M | -10.6% | +53.3% | -63.9% | -26.5% |
| 6M | -19.6% | +78.6% | -98.3% | -38.5% |
| YTD | -37.2% | +29.2% | -66.4% | -44.9% |
| 1Y | -57.1% | +13.8% | -70.9% | -61.7% |
| 3Y | +178.2% | -27.4% | +205.7% | +180.6% |
| All | -16.5% | -50.3% | +33.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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