-71.4%
SOUN vs AWK
+19.4%
-90.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -2.0% |
| 7D | -15.1% | +0.1% | -15.2% | -15.0% |
| 30D | -23.0% | +14.3% | -37.2% | -13.8% |
| 3M | -53.3% | +10.3% | -63.6% | -49.2% |
| 6M | -58.6% | +18.9% | -77.5% | -50.5% |
| YTD | -65.0% | +17.7% | -82.7% | -57.1% |
| 1Y | -71.4% | +16.9% | -88.3% | -65.1% |
| All | -71.4% | +19.4% | -90.9% | -65.1% |
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