+41.1%
SOFI vs AMCR
-2.7%
+43.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -7.0% | -5.0% | -2.1% | -4.3% |
| 30D | -4.3% | -8.0% | +3.7% | +0.3% |
| 3M | +8.4% | +14.3% | -5.8% | +0.1% |
| 6M | -5.9% | +5.3% | -11.2% | -9.4% |
| YTD | -34.3% | +7.7% | -42.0% | -38.6% |
| 1Y | -32.6% | +10.8% | -43.4% | -38.6% |
| 3Y | +101.3% | +9.6% | +91.7% | +83.5% |
| 5Y | +12.6% | -10.2% | +22.8% | +15.4% |
| All | +41.1% | -2.7% | +43.8% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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