+47.6%
SOFI vs ATI
+1,106.1%
-1,058.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +5.6% | +3.2% | +2.5% | +4.3% |
| 30D | -2.0% | -9.0% | +7.0% | +1.7% |
| 3M | +9.2% | +15.1% | -5.9% | +2.5% |
| 6M | -4.7% | +38.1% | -42.8% | -17.4% |
| YTD | -31.2% | +80.7% | -111.9% | -46.9% |
| 1Y | -30.6% | +167.5% | -198.1% | -54.4% |
| 3Y | +110.6% | +366.0% | -255.3% | +8.2% |
| 5Y | +16.4% | +1,088.8% | -1,072.3% | -49.0% |
| All | +47.6% | +1,106.1% | -1,058.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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