+15.4%
SOFI vs AWK
-17.6%
+32.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.0% |
| 7D | -4.9% | -2.1% | -2.8% | -4.5% |
| 30D | -3.5% | +2.1% | -5.5% | -3.9% |
| 3M | +3.9% | +11.4% | -7.5% | +1.1% |
| 6M | -6.5% | +3.9% | -10.4% | -7.8% |
| YTD | -33.8% | +7.7% | -41.5% | -35.6% |
| 1Y | -33.3% | +1.3% | -34.6% | -34.0% |
| 3Y | +94.6% | +7.2% | +87.4% | +77.2% |
| All | +15.4% | -17.6% | +32.9% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling