+82.0%
AMGN vs SOUN
-28.2%
+110.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -13.7% | -7.1% | -6.6% | -13.6% |
| 30D | -8.8% | -15.4% | +6.6% | -8.7% |
| 3M | +7.2% | -10.6% | +17.8% | +7.3% |
| 6M | +1.3% | -19.6% | +20.9% | +1.3% |
| YTD | +17.6% | -37.2% | +54.9% | +17.9% |
| 1Y | +37.2% | -57.1% | +94.2% | +37.8% |
| 3Y | +57.7% | +178.2% | -120.5% | +55.9% |
| All | +82.0% | -28.2% | +110.2% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling