-16.3%
SOUN vs AMBA
-19.5%
+3.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | -6.8% | +7.1% | -13.9% | -10.1% |
| 30D | -15.2% | -18.1% | +2.9% | -7.1% |
| 3M | -7.0% | +8.4% | -15.3% | -15.0% |
| 6M | -20.5% | +25.7% | -46.2% | -36.1% |
| YTD | -37.0% | -4.2% | -32.8% | -42.1% |
| 1Y | -55.3% | -18.7% | -36.6% | -56.1% |
| 3Y | +173.0% | +13.3% | +159.7% | +113.4% |
| All | -16.3% | -19.5% | +3.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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