+7,705.7%
ALM vs RJF
+653.6%
+7,052.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +32.0% | -1.3% | +33.3% | +32.1% |
| 3M | -15.0% | +18.9% | -33.9% | -16.8% |
| 6M | -10.1% | +15.0% | -25.2% | -11.7% |
| YTD | +99.4% | +12.2% | +87.2% | +96.6% |
| 1Y | +316.4% | +5.6% | +310.7% | +312.9% |
| 3Y | +2,022.0% | +74.9% | +1,947.1% | +1,931.7% |
| 5Y | +941.2% | +106.6% | +834.5% | +894.5% |
| 10Y | +2,950.3% | +433.1% | +2,517.3% | +2,794.0% |
| All | +7,705.7% | +653.6% | +7,052.2% | +11,401.6% |
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 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