+1,665.8%
AMAT vs RJF
+428.9%
+1,236.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | +7.0% | +1.8% | +5.2% | +5.7% |
| 30D | -12.2% | 0.0% | -12.2% | -12.5% |
| 3M | -3.8% | +18.0% | -21.8% | -14.6% |
| 6M | +45.9% | +17.0% | +29.0% | +30.0% |
| YTD | +84.6% | +11.1% | +73.5% | +69.0% |
| 1Y | +193.4% | +8.0% | +185.4% | +173.0% |
| 3Y | +228.1% | +73.3% | +154.8% | +119.9% |
| 5Y | +268.9% | +107.4% | +161.5% | +116.0% |
| 10Y | +1,665.8% | +428.5% | +1,237.3% | +523.3% |
| All | +1,665.8% | +428.9% | +1,236.9% | +523.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling