+2,885.9%
ALB vs RJF
+13,088.7%
-10,202.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.9% | -3.8% |
| 7D | -8.1% | -0.6% | -7.5% | -7.9% |
| 30D | +6.3% | -1.3% | +7.5% | +6.7% |
| 3M | -23.6% | +18.9% | -42.5% | -29.2% |
| 6M | -24.6% | +15.0% | -39.6% | -29.6% |
| YTD | -10.3% | +12.2% | -22.5% | -15.6% |
| 1Y | +61.5% | +5.6% | +55.8% | +55.5% |
| 3Y | -34.0% | +74.9% | -108.8% | -48.7% |
| 5Y | -44.6% | +106.6% | -151.2% | -59.5% |
| 10Y | +76.1% | +433.1% | -357.0% | -12.1% |
| All | +2,885.9% | +13,088.7% | -10,202.8% | +597.2% |
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 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