-62.0%
ALNY vs RJF
+7.8%
-69.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.4% |
| 7D | -30.7% | +7.2% | -37.8% | -31.1% |
| 30D | -26.7% | +4.9% | -31.7% | -26.9% |
| 3M | -26.4% | -5.5% | -20.9% | -25.1% |
| 6M | -45.9% | +8.0% | -53.9% | -46.1% |
| YTD | -59.5% | +6.2% | -65.7% | -60.4% |
| 1Y | -62.0% | +7.8% | -69.8% | -63.2% |
| All | -62.0% | +7.8% | -69.8% | -63.2% |
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