+94.6%
SOFI vs AMGN
+59.9%
+34.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.0% |
| 7D | -4.9% | -13.7% | +8.8% | -1.6% |
| 30D | -3.5% | -8.8% | +5.3% | -1.4% |
| 3M | +3.9% | +7.2% | -3.3% | +1.7% |
| 6M | -6.5% | +1.3% | -7.8% | -7.1% |
| YTD | -33.8% | +17.6% | -51.5% | -37.6% |
| 1Y | -33.3% | +37.2% | -70.5% | -40.5% |
| 3Y | +94.6% | +57.7% | +36.9% | +53.3% |
| All | +94.6% | +59.9% | +34.7% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling