+4.7%
ALC vs RJF
+7.8%
-3.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.5% | +5.4% |
| 7D | +10.7% | +7.2% | +3.6% | +8.3% |
| 30D | +20.2% | +4.9% | +15.3% | +18.2% |
| 3M | +8.9% | -5.5% | +14.4% | +10.2% |
| 6M | +5.7% | +8.0% | -2.2% | +2.8% |
| YTD | -1.4% | +6.2% | -7.6% | -6.7% |
| 1Y | +4.7% | +7.8% | -3.1% | -1.4% |
| All | +4.7% | +7.8% | -3.1% | -1.4% |
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