-23.2%
ALNY vs RJF
+15.8%
-39.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -6.4% | -4.2% | -2.2% | -4.7% |
| 30D | +11.9% | -3.6% | +15.5% | +13.5% |
| 3M | -15.0% | +15.6% | -30.7% | -20.2% |
| 6M | -23.2% | +17.6% | -40.8% | -28.7% |
| All | -23.2% | +15.8% | -39.0% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling