+272.4%
ALM vs RJF
+6.3%
+266.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -9.0% |
| 7D | -7.1% | -4.2% | -2.9% | -4.9% |
| 30D | +24.7% | -3.6% | +28.3% | +26.9% |
| 3M | +8.3% | +15.6% | -7.3% | -4.0% |
| 6M | -22.2% | +17.6% | -39.8% | -32.7% |
| YTD | +88.1% | +9.2% | +78.9% | +68.9% |
| 1Y | +272.4% | +5.5% | +266.8% | +247.6% |
| All | +272.4% | +6.3% | +266.1% | +247.6% |
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