+15.0%
SOFI vs AMBA
-54.5%
+69.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +0.9% | -11.0% | +11.8% | +5.7% |
| 30D | -0.2% | -23.2% | +23.0% | +11.0% |
| 3M | +6.2% | -12.7% | +19.0% | +6.5% |
| 6M | -2.6% | +11.2% | -13.8% | -16.7% |
| YTD | -30.4% | -11.2% | -19.2% | -34.8% |
| 1Y | -28.2% | -22.5% | -5.7% | -29.9% |
| 3Y | +107.3% | -1.3% | +108.6% | +65.8% |
| All | +15.0% | -54.5% | +69.5% | +8.7% |
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