-71.4%
SOUN vs AWK
+20.7%
-92.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +6.6% |
| 7D | -2.7% | +7.0% | -9.7% | +2.8% |
| 30D | -26.5% | +17.0% | -43.6% | -16.2% |
| 3M | -33.6% | +12.4% | -46.0% | -26.6% |
| 6M | -54.4% | +19.6% | -74.0% | -45.4% |
| YTD | -56.7% | +17.0% | -73.7% | -47.6% |
| 1Y | -71.4% | +20.0% | -91.5% | -64.9% |
| All | -71.4% | +20.7% | -92.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling