+26.4%
SOFI vs AMT
+1.2%
+25.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -4.9% | +1.5% | -6.4% | -5.3% |
| 30D | +8.4% | +6.8% | +1.6% | +6.0% |
| 3M | -16.3% | +11.2% | -27.5% | -19.5% |
| 6M | +0.7% | +12.5% | -11.8% | -4.3% |
| YTD | -41.1% | +12.5% | -53.6% | -44.5% |
| 1Y | -45.7% | +10.1% | -55.8% | -48.4% |
| 3Y | +119.0% | +16.0% | +103.0% | +87.2% |
| 5Y | -32.2% | -17.2% | -15.1% | -31.6% |
| All | +26.4% | +1.2% | +25.2% | +9.7% |
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