-37.4%
ALK vs RJF
+428.4%
-465.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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