+250.2%
ACM vs RJF
+986.2%
-736.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +5.1% | +1.5% | +3.6% | +4.4% |
| 30D | +18.7% | +6.7% | +12.0% | +15.0% |
| 3M | +15.5% | -7.3% | +22.8% | +19.7% |
| 6M | +1.2% | +9.8% | -8.6% | -3.7% |
| YTD | -25.2% | +5.6% | -30.9% | -28.0% |
| 1Y | -46.3% | +2.3% | -48.6% | -47.5% |
| 3Y | -9.6% | +73.6% | -83.1% | -33.1% |
| 5Y | +4.4% | +79.9% | -75.5% | -25.8% |
| 10Y | +129.3% | +328.8% | -199.5% | +4.8% |
| All | +250.2% | +986.2% | -736.0% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling