+17.3%
SOFI vs AMRZ
-17.3%
+34.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.3% |
| 7D | +5.6% | -2.0% | +7.6% | +6.4% |
| 30D | -2.0% | -9.8% | +7.8% | +1.5% |
| 3M | +9.2% | -17.2% | +26.4% | +16.1% |
| 6M | -4.7% | -26.9% | +22.2% | +4.5% |
| YTD | -31.2% | -21.5% | -9.7% | -26.6% |
| 1Y | -30.6% | -22.9% | -7.7% | -27.2% |
| All | +17.3% | -17.3% | +34.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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