-63.5%
ALB vs RJF
+79.5%
-143.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.6% | +1.5% | -5.1% | -4.6% |
| 30D | -2.9% | +6.7% | -9.6% | -7.2% |
| 3M | -25.8% | -7.3% | -18.5% | -22.5% |
| 6M | -53.6% | +9.8% | -63.3% | -57.0% |
| YTD | -32.4% | +5.6% | -38.0% | -36.8% |
| 1Y | -13.0% | +2.3% | -15.3% | -17.0% |
| 3Y | -15.0% | +73.6% | -88.6% | -48.0% |
| 5Y | -63.5% | +79.9% | -143.4% | -78.2% |
| All | -63.5% | +79.5% | -143.0% | -78.2% |
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