-32.6%
SOFI vs AMDL
+418.8%
-451.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | +0.4% |
| 7D | -7.0% | +20.7% | -27.7% | -10.1% |
| 30D | -4.3% | +9.4% | -13.7% | -6.3% |
| 3M | +8.4% | +5.6% | +2.8% | +3.1% |
| 6M | -5.9% | +340.3% | -346.2% | -35.8% |
| YTD | -34.3% | +253.6% | -287.9% | -54.7% |
| 1Y | -32.6% | +443.4% | -475.9% | -54.0% |
| All | -32.6% | +418.8% | -451.3% | -54.0% |
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