+0.7%
ALLY vs RJF
+3.6%
-2.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +0.4% | +3.6% | -3.2% | -1.4% |
| 30D | +5.2% | +7.2% | -2.0% | +1.6% |
| 3M | -13.3% | -6.5% | -6.8% | -10.7% |
| 6M | -6.7% | +10.3% | -17.0% | -11.1% |
| YTD | -12.8% | +6.5% | -19.3% | -18.2% |
| 1Y | +0.7% | +6.1% | -5.4% | -5.2% |
| All | +0.7% | +3.6% | -2.9% | -5.2% |
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