+26.6%
AZN vs SOUN
-25.7%
+52.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.9% |
| 7D | -2.9% | -4.4% | +1.5% | -2.8% |
| 30D | -3.1% | -13.1% | +10.1% | -2.9% |
| 3M | -14.4% | -7.7% | -6.7% | -14.4% |
| 6M | -19.5% | -21.2% | +1.7% | -19.4% |
| YTD | -13.8% | -35.0% | +21.3% | -13.5% |
| 1Y | -2.4% | -56.4% | +54.0% | -1.6% |
| 3Y | +21.3% | +181.7% | -160.5% | +18.1% |
| All | +26.6% | -25.7% | +52.3% | +24.6% |
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 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