+316.4%
ALM vs RJF
+7.8%
+308.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -0.7% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | +32.0% | -1.3% | +33.3% | +32.5% |
| 3M | -15.0% | +18.9% | -33.9% | -26.0% |
| 6M | -10.1% | +15.0% | -25.2% | -19.9% |
| YTD | +99.4% | +12.2% | +87.2% | +76.7% |
| 1Y | +316.4% | +5.6% | +310.7% | +293.6% |
| All | +316.4% | +7.8% | +308.5% | +293.6% |
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