-9.1%
ALK vs RJF
+3.6%
-12.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.1% |
| 7D | -1.2% | +3.6% | -4.8% | -3.7% |
| 30D | +7.7% | +7.2% | +0.5% | +2.7% |
| 3M | -19.0% | -6.5% | -12.5% | -15.5% |
| 6M | -0.2% | +10.3% | -10.5% | -6.9% |
| YTD | -23.5% | +6.5% | -30.0% | -30.2% |
| 1Y | -9.1% | +6.1% | -15.2% | -16.5% |
| All | -9.1% | +3.6% | -12.7% | -16.5% |
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