+129.8%
SOFI vs AMDL
+119.6%
+10.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.3% | -14.9% | -3.3% |
| 7D | -6.4% | +18.5% | -24.9% | -11.5% |
| 30D | +6.8% | -24.2% | +31.1% | +8.7% |
| 3M | -9.5% | +11.5% | -21.0% | -16.1% |
| 6M | +0.1% | -1.0% | +1.1% | -10.3% |
| YTD | -37.9% | +260.3% | -298.1% | -61.8% |
| 1Y | -47.4% | +178.2% | -225.6% | -65.9% |
| All | +129.8% | +119.6% | +10.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling