-16.5%
SOUN vs AWK
-2.7%
-13.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.7% |
| 7D | -7.1% | -2.1% | -5.0% | -7.6% |
| 30D | -15.4% | +2.1% | -17.5% | -15.0% |
| 3M | -10.6% | +11.4% | -21.9% | -8.3% |
| 6M | -19.6% | +3.9% | -23.6% | -18.2% |
| YTD | -37.2% | +7.7% | -44.9% | -35.6% |
| 1Y | -57.1% | +1.3% | -58.4% | -56.1% |
| 3Y | +178.2% | +7.2% | +171.1% | +162.9% |
| All | -16.5% | -2.7% | -13.9% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling