+165.1%
ALLY vs RJF
+323.5%
-158.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | +1.5% | -3.6% | -3.3% |
| 30D | +2.0% | +6.7% | -4.7% | -3.1% |
| 3M | -13.3% | -7.3% | -6.0% | -8.4% |
| 6M | -9.9% | +9.8% | -19.6% | -17.0% |
| YTD | -13.5% | +5.6% | -19.2% | -18.8% |
| 1Y | -2.8% | +2.3% | -5.1% | -6.4% |
| 3Y | +63.4% | +73.6% | -10.2% | +1.0% |
| 5Y | -10.9% | +79.9% | -90.8% | -47.2% |
| All | +165.1% | +323.5% | -158.5% | -20.1% |
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