+131.0%
ACM vs RJF
+336.5%
-205.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +6.6% | +4.0% | +2.6% | +4.3% |
| 30D | +19.8% | +6.1% | +13.6% | +15.9% |
| 3M | -3.1% | -5.8% | +2.7% | 0.0% |
| 6M | -11.5% | +9.7% | -21.2% | -16.6% |
| YTD | -24.7% | +6.2% | -30.8% | -28.2% |
| 1Y | -45.1% | +5.3% | -50.3% | -47.5% |
| 3Y | -8.9% | +74.4% | -83.3% | -37.0% |
| 5Y | +5.4% | +81.6% | -76.2% | -31.6% |
| All | +131.0% | +336.5% | -205.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling