-12.4%
SOUN vs AVTR
-48.8%
+36.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.2% |
| 7D | -4.1% | +7.4% | -11.5% | -6.8% |
| 30D | -18.1% | +12.2% | -30.3% | -21.7% |
| 3M | -12.3% | +57.4% | -69.7% | -28.7% |
| 6M | -18.6% | +86.7% | -105.2% | -38.7% |
| YTD | -34.1% | +33.1% | -67.2% | -42.8% |
| 1Y | -57.0% | +16.1% | -73.2% | -62.0% |
| 3Y | +185.7% | -24.6% | +210.3% | +184.0% |
| All | -12.4% | -48.8% | +36.4% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling