+42.0%
SOFI vs AZN
+78.1%
-36.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -4.9% | -1.6% | -3.4% | -4.7% |
| 30D | -3.5% | +1.1% | -4.5% | -3.6% |
| 3M | +3.9% | -12.1% | +16.0% | +5.7% |
| 6M | -6.5% | -17.1% | +10.6% | -3.9% |
| YTD | -33.8% | -12.0% | -21.9% | -33.1% |
| 1Y | -33.3% | -0.2% | -33.1% | -34.7% |
| 3Y | +94.6% | +26.8% | +67.8% | +76.1% |
| 5Y | +13.3% | +56.9% | -43.6% | +2.9% |
| All | +42.0% | +78.1% | -36.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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