+15.4%
SOFI vs AMGN
+103.1%
-87.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.0% |
| 7D | -4.9% | -13.7% | +8.8% | -1.3% |
| 30D | -3.5% | -8.8% | +5.3% | -1.2% |
| 3M | +3.9% | +7.2% | -3.3% | +1.5% |
| 6M | -6.5% | +1.3% | -7.8% | -7.3% |
| YTD | -33.8% | +17.6% | -51.5% | -37.8% |
| 1Y | -33.3% | +37.2% | -70.5% | -40.5% |
| 3Y | +94.6% | +57.7% | +36.9% | +63.1% |
| All | +15.4% | +103.1% | -87.7% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling