+157.3%
SOFI vs AMDL
+95.0%
+62.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -3.4% |
| 7D | +0.9% | +4.5% | -3.7% | -0.1% |
| 30D | -0.2% | -4.4% | +4.2% | +0.1% |
| 3M | +6.2% | -30.5% | +36.7% | +8.5% |
| 6M | -2.6% | +300.9% | -303.5% | -36.7% |
| YTD | -30.4% | +219.9% | -250.3% | -54.0% |
| 1Y | -28.2% | +374.7% | -402.9% | -58.6% |
| All | +157.3% | +95.0% | +62.3% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling