+230.8%
ACM vs RJF
+1,053.7%
-822.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | -11.1% | -1.3% | -9.9% | -10.7% |
| 3M | -8.0% | +18.9% | -26.9% | -15.7% |
| 6M | -29.7% | +15.0% | -44.7% | -34.7% |
| YTD | -29.4% | +12.2% | -41.6% | -33.9% |
| 1Y | -46.4% | +5.6% | -52.1% | -48.5% |
| 3Y | -22.3% | +74.9% | -97.2% | -42.8% |
| 5Y | +4.5% | +106.6% | -102.2% | -30.6% |
| 10Y | +127.6% | +433.1% | -305.4% | -5.7% |
| All | +230.8% | +1,053.7% | -822.9% | -16.5% |
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