+170.1%
AMAT vs RJF
+75.0%
+95.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.6% | +6.3% |
| 7D | +7.0% | -0.9% | +7.9% | +7.6% |
| 30D | -20.6% | +5.3% | -25.9% | -22.4% |
| 3M | -24.8% | -6.8% | -17.9% | -22.3% |
| 6M | -10.7% | +11.4% | -22.2% | -16.8% |
| YTD | +54.3% | +5.5% | +48.7% | +47.1% |
| 1Y | +73.7% | +3.7% | +70.1% | +67.5% |
| All | +170.1% | +75.0% | +95.1% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling