+425.6%
SOUN vs BAM
+71.9%
+353.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | +0.8% |
| 7D | -4.1% | -1.6% | -2.5% | -2.6% |
| 30D | -18.1% | -6.0% | -12.1% | -13.2% |
| 3M | -12.3% | +7.3% | -19.6% | -19.4% |
| 6M | -18.6% | +8.2% | -26.8% | -25.5% |
| YTD | -34.1% | -3.8% | -30.3% | -32.7% |
| 1Y | -57.0% | -10.7% | -46.3% | -52.4% |
| 3Y | +185.7% | +55.3% | +130.3% | +96.5% |
| All | +425.6% | +71.9% | +353.7% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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