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  • ALK vs RJF✓SelectedUSD · RJFALK vs RJF performance historyLatest closeAs of-0.93%09/09
Stock and ETF performance explorer

ALK vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-37.4%
RJF return
+428.4%
Excess return
-465.8%
Maximum drawdown
-75.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.9%-0.6%-0.3%-0.5%
7D-3.0%-0.3%-2.7%-2.8%
30D-14.6%-2.0%-12.6%-13.4%
3M-10.6%+16.3%-26.9%-20.3%
6M-6.7%+16.9%-23.6%-17.2%
YTD-19.8%+10.4%-30.2%-26.1%
1Y-35.2%+7.4%-42.6%-39.0%
3Y+1.4%+72.2%-70.8%-33.1%
5Y-30.7%+105.1%-135.8%-60.6%
10Y-37.4%+430.9%-468.3%-80.0%
All-37.4%+428.4%-465.8%-80.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling