+88.8%
AMGN vs SOUN
-25.7%
+114.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -11.6% | -4.4% | -7.2% | -11.6% |
| 30D | -5.7% | -13.1% | +7.5% | -5.6% |
| 3M | +14.2% | -7.7% | +21.9% | +14.2% |
| 6M | +5.2% | -21.2% | +26.4% | +5.2% |
| YTD | +22.0% | -35.0% | +57.0% | +22.2% |
| 1Y | +43.6% | -56.4% | +100.0% | +44.3% |
| 3Y | +65.0% | +181.7% | -116.7% | +63.1% |
| All | +88.8% | -25.7% | +114.4% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling