-16.3%
SOUN vs AWK
-1.1%
-15.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.2% |
| 7D | -6.8% | -0.7% | -6.1% | -7.0% |
| 30D | -15.2% | +2.8% | -18.0% | -14.7% |
| 3M | -7.0% | +11.3% | -18.3% | -4.6% |
| 6M | -20.5% | +6.7% | -27.2% | -18.7% |
| YTD | -37.0% | +9.4% | -46.4% | -35.2% |
| 1Y | -55.3% | +3.7% | -59.0% | -54.2% |
| 3Y | +173.0% | +9.2% | +163.8% | +159.3% |
| All | -16.3% | -1.1% | -15.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling