+68.8%
ALB vs RJF
+6.3%
+62.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -7.6% | -4.2% | -3.4% | -6.9% |
| 30D | -5.6% | -3.6% | -2.0% | -5.1% |
| 3M | -16.8% | +15.6% | -32.5% | -19.4% |
| 6M | -26.3% | +17.6% | -43.9% | -29.5% |
| YTD | -13.2% | +9.2% | -22.4% | -16.4% |
| 1Y | +68.8% | +5.5% | +63.3% | +62.6% |
| All | +68.8% | +6.3% | +62.5% | +62.6% |
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