+801.4%
ALK vs RJF
+49,848.3%
-49,046.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | -19.2% | -1.3% | -18.0% | -18.8% |
| 3M | -1.5% | +18.9% | -20.4% | -9.2% |
| 6M | -13.1% | +15.0% | -28.1% | -18.6% |
| YTD | -16.4% | +12.2% | -28.6% | -21.0% |
| 1Y | -33.1% | +5.6% | -38.7% | -34.8% |
| 3Y | +0.6% | +74.9% | -74.2% | -21.9% |
| 5Y | -26.4% | +106.6% | -133.0% | -47.0% |
| 10Y | -34.2% | +433.1% | -467.2% | -68.0% |
| All | +801.4% | +49,848.3% | -49,046.9% | +28.0% |
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 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