+23.8%
ALC vs RJF
+251.3%
-227.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -0.1% | -1.3% | +1.2% | +0.2% |
| 3M | +5.9% | +18.9% | -13.0% | +0.1% |
| 6M | -15.9% | +15.0% | -31.0% | -19.7% |
| YTD | -10.1% | +12.2% | -22.3% | -13.9% |
| 1Y | -10.2% | +5.6% | -15.9% | -12.5% |
| 3Y | -13.6% | +74.9% | -88.4% | -29.2% |
| 5Y | -15.1% | +106.6% | -121.8% | -35.1% |
| All | +23.8% | +251.3% | -227.5% | -24.9% |
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