+3,585.7%
ALNY vs RJF
+2,007.1%
+1,578.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +18.9% | -2.0% | +20.9% | +19.9% |
| 3M | -13.3% | +16.3% | -29.7% | -19.0% |
| 6M | -20.3% | +16.9% | -37.2% | -25.8% |
| YTD | -35.1% | +10.4% | -45.6% | -38.5% |
| 1Y | -46.5% | +7.4% | -53.9% | -48.9% |
| 3Y | +28.1% | +72.2% | -44.1% | -2.9% |
| 5Y | +36.1% | +105.1% | -69.0% | -7.1% |
| 10Y | +269.7% | +430.9% | -161.3% | +51.4% |
| All | +3,585.7% | +2,007.1% | +1,578.6% | +548.0% |
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