-51.5%
SOFI vs AMDL
+175.5%
-226.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +11.9% | -15.8% | -5.6% |
| 7D | -2.6% | +103.5% | -106.1% | -13.2% |
| 30D | +2.6% | -18.3% | +20.9% | +2.7% |
| 3M | -12.9% | +20.1% | -32.9% | -18.5% |
| 6M | -1.7% | +15.9% | -17.6% | -11.6% |
| YTD | -40.3% | +303.0% | -343.3% | -61.1% |
| 1Y | -51.5% | +164.0% | -215.5% | -63.7% |
| All | -51.5% | +175.5% | -226.9% | -63.7% |
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