-45.7%
SOFI vs AMDL
+130.1%
-175.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.6% | +16.2% | +1.1% |
| 7D | -4.9% | +37.2% | -42.1% | -10.0% |
| 30D | +8.4% | -24.0% | +32.5% | +9.4% |
| 3M | -16.3% | -1.0% | -15.3% | -19.6% |
| 6M | +0.7% | -3.2% | +3.9% | -6.9% |
| YTD | -41.1% | +232.2% | -273.3% | -59.3% |
| 1Y | -45.7% | +137.7% | -183.4% | -59.7% |
| All | -45.7% | +130.1% | -175.8% | -59.7% |
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