+59.9%
AMGN vs SOUN
+173.0%
-113.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -2.2% |
| 7D | -13.9% | -6.8% | -7.1% | -13.8% |
| 30D | -7.1% | -15.2% | +8.1% | -6.9% |
| 3M | +13.9% | -7.0% | +20.9% | +13.9% |
| 6M | +3.2% | -20.5% | +23.8% | +3.3% |
| YTD | +19.2% | -37.0% | +56.3% | +19.7% |
| 1Y | +41.1% | -55.3% | +96.4% | +42.4% |
| All | +59.9% | +173.0% | -113.2% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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