+236.1%
ALNY vs RJF
+429.3%
-193.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -2.7% | -3.8% | -5.6% |
| 30D | +11.0% | -4.3% | +15.3% | +12.9% |
| 3M | -14.1% | +15.7% | -29.8% | -18.8% |
| 6M | -22.4% | +17.8% | -40.2% | -27.3% |
| YTD | -37.5% | +9.2% | -46.6% | -40.1% |
| 1Y | -46.9% | +2.8% | -49.7% | -48.1% |
| 3Y | +22.1% | +69.5% | -47.4% | -4.1% |
| 5Y | +31.2% | +105.9% | -74.7% | -6.9% |
| All | +236.1% | +429.3% | -193.2% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling