-29.2%
SOFI vs AMT
-19.0%
-10.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.4% | -2.4% | -4.0% | -5.7% |
| 30D | +6.8% | +4.2% | +2.6% | +5.2% |
| 3M | -9.5% | +13.4% | -22.9% | -13.6% |
| 6M | +0.1% | +9.4% | -9.3% | -4.1% |
| YTD | -37.9% | +11.7% | -49.5% | -41.4% |
| 1Y | -47.4% | +7.1% | -54.6% | -49.6% |
| 3Y | +134.4% | +15.1% | +119.4% | +97.5% |
| 5Y | -29.2% | -17.9% | -11.3% | -26.1% |
| All | -29.2% | -19.0% | -10.2% | -26.1% |
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 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