+47.6%
SOFI vs AWK
+2.9%
+44.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +5.6% | +2.2% | +3.5% | +5.2% |
| 30D | -2.0% | +4.4% | -6.5% | -2.9% |
| 3M | +9.2% | +15.4% | -6.2% | +5.6% |
| 6M | -4.7% | +3.5% | -8.2% | -5.7% |
| YTD | -31.2% | +9.8% | -41.0% | -33.2% |
| 1Y | -30.6% | +3.0% | -33.6% | -31.5% |
| 3Y | +110.6% | +9.7% | +101.0% | +93.0% |
| 5Y | +16.4% | -17.2% | +33.6% | +11.5% |
| All | +47.6% | +2.9% | +44.7% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling