+154.4%
SOFI vs AMDL
+117.8%
+36.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.8% | -3.4% |
| 7D | +5.6% | +19.9% | -14.3% | +1.6% |
| 30D | -2.0% | +6.3% | -8.3% | -3.9% |
| 3M | +9.2% | -9.9% | +19.0% | +6.1% |
| 6M | -4.7% | +394.3% | -399.0% | -40.9% |
| YTD | -31.2% | +257.3% | -288.5% | -55.6% |
| 1Y | -30.6% | +508.5% | -539.2% | -62.1% |
| All | +154.4% | +117.8% | +36.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling