+188.0%
SOUN vs BAM
+66.6%
+121.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.7% |
| 7D | -5.2% | -2.0% | -3.2% | -3.0% |
| 30D | +4.8% | -2.9% | +7.7% | +7.8% |
| 3M | -15.9% | +9.4% | -25.2% | -25.4% |
| 6M | -17.4% | +10.8% | -28.2% | -27.8% |
| YTD | -32.4% | -0.4% | -32.0% | -33.7% |
| 1Y | -49.3% | -10.9% | -38.4% | -43.0% |
| All | +188.0% | +66.6% | +121.5% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling