+126.7%
AMAT vs RJF
+73.7%
+53.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.9% |
| 7D | -14.7% | +3.6% | -18.3% | -16.5% |
| 30D | -36.1% | +3.5% | -39.6% | -37.5% |
| 3M | -36.9% | -8.9% | -28.0% | -33.7% |
| 6M | -22.2% | +2.9% | -25.1% | -24.9% |
| YTD | +29.9% | +2.8% | +27.1% | +24.5% |
| 1Y | +43.3% | +2.7% | +40.6% | +37.4% |
| 3Y | +142.7% | +69.3% | +73.4% | +62.9% |
| All | +126.7% | +73.7% | +53.0% | +45.4% |
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