+1.8%
ACM vs RJF
+106.2%
-104.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -12.7% | -2.0% | -10.6% | -11.9% |
| 3M | -9.8% | +16.3% | -26.1% | -16.2% |
| 6M | -31.4% | +16.9% | -48.3% | -36.6% |
| YTD | -32.1% | +10.4% | -42.5% | -35.8% |
| 1Y | -47.8% | +7.4% | -55.2% | -50.2% |
| 3Y | -22.1% | +72.2% | -94.3% | -42.5% |
| 5Y | +1.8% | +105.1% | -103.3% | -38.0% |
| All | +1.8% | +106.2% | -104.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling