+42.0%
SOFI vs AMGN
+102.1%
-60.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -2.9% | -11.6% | +8.8% | -0.6% |
| 30D | -4.4% | -5.7% | +1.3% | -3.4% |
| 3M | +5.2% | +14.2% | -9.0% | +2.3% |
| 6M | -7.8% | +5.2% | -13.0% | -8.9% |
| YTD | -33.8% | +22.0% | -55.8% | -37.0% |
| 1Y | -33.3% | +43.6% | -76.9% | -38.9% |
| 3Y | +102.7% | +65.0% | +37.7% | +81.5% |
| 5Y | +10.5% | +112.0% | -101.6% | +0.1% |
| All | +42.0% | +102.1% | -60.1% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling