-40.8%
SOFI vs AMDL
+108.7%
-149.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +3.4% |
| 7D | +1.4% | -30.7% | +32.1% | +6.8% |
| 30D | +9.2% | -43.8% | +52.9% | +18.0% |
| 3M | -7.1% | -24.5% | +17.5% | -5.2% |
| 6M | +7.3% | +44.7% | -37.4% | -7.8% |
| YTD | -33.6% | +204.0% | -237.6% | -55.9% |
| 1Y | -40.8% | +109.1% | -149.9% | -55.2% |
| All | -40.8% | +108.7% | -149.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling