-33.9%
ALK vs RJF
+73.7%
-107.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.5% |
| 7D | +9.0% | +3.6% | +5.5% | +6.6% |
| 30D | -1.6% | +3.5% | -5.2% | -3.8% |
| 3M | -23.2% | -8.9% | -14.3% | -17.8% |
| 6M | -3.9% | +2.9% | -6.7% | -6.4% |
| YTD | -22.6% | +2.8% | -25.4% | -24.8% |
| 1Y | -5.3% | +2.7% | -8.0% | -7.8% |
| 3Y | +18.6% | +69.3% | -50.7% | -20.1% |
| All | -33.9% | +73.7% | -107.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling