+93.4%
SOFI vs AWK
+9.5%
+83.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | -7.0% | -0.7% | -6.3% | -7.1% |
| 30D | -4.3% | +2.8% | -7.1% | -4.0% |
| 3M | +8.4% | +11.3% | -2.9% | +9.6% |
| 6M | -5.9% | +6.7% | -12.6% | -5.0% |
| YTD | -34.3% | +9.4% | -43.6% | -33.5% |
| 1Y | -32.6% | +3.7% | -36.3% | -31.6% |
| All | +93.4% | +9.5% | +83.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling