-43.5%
ALB vs RJF
+107.4%
-150.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.2% |
| 7D | -4.4% | +1.8% | -6.2% | -5.6% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | -13.3% | +18.0% | -31.3% | -22.8% |
| 6M | -19.8% | +17.0% | -36.7% | -28.9% |
| YTD | -7.9% | +11.1% | -19.0% | -16.3% |
| 1Y | +60.2% | +8.0% | +52.2% | +47.9% |
| 3Y | -26.4% | +73.3% | -99.7% | -53.9% |
| All | -43.5% | +107.4% | -150.9% | -68.3% |
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