+224.0%
SOUN vs BAM
+90.5%
+133.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -3.7% |
| 7D | -1.0% | +5.3% | -6.2% | -6.0% |
| 30D | -24.9% | +18.1% | -43.0% | -36.6% |
| 3M | -49.5% | +4.2% | -53.7% | -52.1% |
| 6M | -54.4% | +11.1% | -65.5% | -59.8% |
| YTD | -59.4% | +6.6% | -66.0% | -62.8% |
| 1Y | -71.4% | +6.2% | -77.6% | -73.7% |
| 3Y | +134.1% | +95.0% | +39.1% | +37.2% |
| All | +224.0% | +90.5% | +133.5% | +103.9% |
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