+2,327.9%
ALM vs RJF
+76.7%
+2,251.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.2% |
| 7D | +8.4% | +1.8% | +6.7% | +7.6% |
| 30D | +34.8% | 0.0% | +34.8% | +34.4% |
| 3M | +16.2% | +18.0% | -1.7% | +6.8% |
| 6M | +2.1% | +17.0% | -14.8% | -6.1% |
| YTD | +117.0% | +11.1% | +105.9% | +104.3% |
| 1Y | +313.9% | +8.0% | +305.9% | +295.6% |
| 3Y | +2,327.9% | +73.3% | +2,254.7% | +1,849.6% |
| All | +2,327.9% | +76.7% | +2,251.3% | +1,849.6% |
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 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