+10.5%
SOFI vs AMT
-32.2%
+42.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.9% | +1.5% | -4.3% | -3.3% |
| 30D | -4.4% | +3.7% | -8.1% | -5.6% |
| 3M | +5.2% | -7.2% | +12.4% | +7.4% |
| 6M | -7.8% | -4.2% | -3.6% | -7.2% |
| YTD | -33.8% | +1.9% | -35.7% | -35.4% |
| 1Y | -33.3% | -6.4% | -26.9% | -32.8% |
| 3Y | +102.7% | +7.7% | +95.0% | +74.2% |
| 5Y | +10.5% | -30.9% | +41.4% | +28.0% |
| All | +10.5% | -32.2% | +42.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling