+58.0%
ALLY vs RJF
+67.6%
-9.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.9% |
| 7D | +0.9% | +3.6% | -2.6% | -1.3% |
| 30D | +3.1% | +3.5% | -0.4% | +0.8% |
| 3M | -12.6% | -8.9% | -3.7% | -7.4% |
| 6M | -12.4% | +2.9% | -15.3% | -14.6% |
| YTD | -13.2% | +2.8% | -16.0% | -16.1% |
| 1Y | +1.8% | +2.7% | -0.8% | -1.6% |
| 3Y | +58.0% | +69.3% | -11.3% | +3.9% |
| All | +58.0% | +67.6% | -9.6% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling