+956.6%
ALM vs RJF
+106.2%
+850.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +33.8% | -2.0% | +35.8% | +34.4% |
| 3M | +14.8% | +16.3% | -1.6% | +8.6% |
| 6M | -7.0% | +16.9% | -23.9% | -12.3% |
| YTD | +108.1% | +10.4% | +97.6% | +99.9% |
| 1Y | +313.8% | +7.4% | +306.4% | +301.8% |
| 3Y | +2,227.6% | +72.2% | +2,155.4% | +1,882.5% |
| 5Y | +956.6% | +105.1% | +851.5% | +785.7% |
| All | +956.6% | +106.2% | +850.5% | +785.7% |
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