+3.0%
ALLY vs RJF
+106.8%
-103.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.5% |
| 7D | +3.7% | -0.6% | +4.3% | +4.1% |
| 30D | -2.3% | -1.3% | -1.0% | -1.5% |
| 3M | +3.8% | +18.9% | -15.1% | -9.2% |
| 6M | +9.7% | +15.0% | -5.3% | -2.0% |
| YTD | -1.4% | +12.2% | -13.6% | -11.0% |
| 1Y | +8.2% | +5.6% | +2.6% | +2.1% |
| 3Y | +66.5% | +74.9% | -8.4% | +3.0% |
| All | +3.0% | +106.8% | -103.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling