+42.0%
SOFI vs AMGN
+94.9%
-52.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | -4.9% | -13.7% | +8.8% | -2.3% |
| 30D | -3.5% | -8.8% | +5.3% | -1.8% |
| 3M | +3.9% | +7.2% | -3.3% | +2.2% |
| 6M | -6.5% | +1.3% | -7.8% | -7.0% |
| YTD | -33.8% | +17.6% | -51.5% | -36.6% |
| 1Y | -33.3% | +37.2% | -70.5% | -38.3% |
| 3Y | +94.6% | +57.7% | +36.9% | +75.6% |
| 5Y | +13.3% | +106.3% | -93.0% | +3.8% |
| All | +42.0% | +94.9% | -52.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling