+188.0%
SOUN vs AWK
+9.9%
+178.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -4.4% | +0.6% | -5.0% | -4.4% |
| 30D | -13.1% | +4.3% | -17.4% | -12.7% |
| 3M | -7.7% | +12.5% | -20.2% | -6.4% |
| 6M | -21.2% | +3.3% | -24.5% | -20.0% |
| YTD | -35.0% | +9.8% | -44.8% | -34.1% |
| 1Y | -56.4% | +2.9% | -59.3% | -55.4% |
| All | +188.0% | +9.9% | +178.1% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling