+247.2%
AMAT vs RJF
+106.8%
+140.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -14.8% | -1.3% | -13.5% | -14.4% |
| 3M | -9.3% | +18.9% | -28.1% | -19.4% |
| 6M | +27.4% | +15.0% | +12.4% | +15.5% |
| YTD | +77.6% | +12.2% | +65.4% | +62.4% |
| 1Y | +188.9% | +5.6% | +183.3% | +173.7% |
| 3Y | +202.3% | +74.9% | +127.4% | +101.2% |
| All | +247.2% | +106.8% | +140.4% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling