+194.9%
ALLY vs RJF
+371.5%
-176.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | -1.4% |
| 7D | -0.2% | +3.4% | -3.6% | -2.8% |
| 30D | +3.4% | +5.9% | -2.5% | -1.2% |
| 3M | -11.1% | -4.6% | -6.4% | -8.0% |
| 6M | -11.5% | +9.5% | -21.0% | -18.4% |
| YTD | -12.3% | +6.0% | -18.3% | -17.8% |
| 1Y | +1.1% | +4.3% | -3.2% | -4.1% |
| 3Y | +64.8% | +76.6% | -11.8% | +0.3% |
| 5Y | -6.9% | +80.6% | -87.4% | -45.0% |
| 10Y | +194.9% | +346.5% | -151.5% | -18.3% |
| All | +194.9% | +371.5% | -176.5% | -18.3% |
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