+123.4%
ALLY vs RJF
+520.5%
-397.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| YTD | -1.4% | +12.2% | -13.6% | -10.9% |
| 1Y | +8.2% | +5.6% | +2.6% | +2.2% |
| 3Y | +66.5% | +74.9% | -8.4% | +5.8% |
| 5Y | +1.2% | +106.6% | -105.4% | -43.5% |
| 10Y | +191.4% | +433.1% | -241.6% | -14.2% |
| All | +123.4% | +520.5% | -397.1% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling