-10.1%
SOUN vs AWK
-0.5%
-9.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.2% | +1.7% | -6.9% | -4.8% |
| 30D | +4.8% | +5.6% | -0.8% | +6.1% |
| 3M | -15.9% | +15.9% | -31.7% | -12.9% |
| 6M | -17.4% | +4.6% | -22.0% | -15.7% |
| YTD | -32.4% | +10.1% | -42.4% | -30.3% |
| 1Y | -49.3% | +2.1% | -51.4% | -48.0% |
| 3Y | +167.5% | +9.8% | +157.6% | +154.3% |
| All | -10.1% | -0.5% | -9.6% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling