+144.6%
SOFI vs AMDL
+126.1%
+18.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.2% | -0.3% |
| 7D | -4.9% | +15.9% | -20.9% | -8.0% |
| 30D | -3.5% | +10.5% | -13.9% | -6.1% |
| 3M | +3.9% | -4.7% | +8.6% | 0.0% |
| 6M | -6.5% | +355.2% | -361.7% | -40.8% |
| YTD | -33.8% | +270.9% | -304.7% | -57.7% |
| 1Y | -33.3% | +499.5% | -532.8% | -63.3% |
| All | +144.6% | +126.1% | +18.6% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling