+61.5%
ALB vs RJF
+7.8%
+53.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.9% | -4.2% |
| 7D | -8.1% | -0.6% | -7.5% | -8.0% |
| 30D | +6.3% | -1.3% | +7.5% | +6.4% |
| 3M | -23.6% | +18.9% | -42.5% | -26.1% |
| 6M | -24.6% | +15.0% | -39.6% | -26.9% |
| YTD | -10.3% | +12.2% | -22.5% | -13.7% |
| 1Y | +61.5% | +5.6% | +55.8% | +54.5% |
| All | +61.5% | +7.8% | +53.6% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling