+42.0%
SOFI vs AMT
-7.1%
+49.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.3% |
| 7D | -4.9% | +1.1% | -6.1% | -5.3% |
| 30D | -3.5% | +4.4% | -7.8% | -4.9% |
| 3M | +3.9% | -5.2% | +9.1% | +5.3% |
| 6M | -6.5% | -0.8% | -5.7% | -7.0% |
| YTD | -33.8% | +3.3% | -37.1% | -35.7% |
| 1Y | -33.3% | -6.0% | -27.3% | -32.9% |
| 3Y | +94.6% | +9.6% | +85.0% | +68.7% |
| 5Y | +13.3% | -29.2% | +42.5% | +19.6% |
| All | +42.0% | -7.1% | +49.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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