+147.1%
AMAT vs RJF
+81.1%
+66.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.2% |
| 7D | +11.4% | +3.6% | +7.8% | +9.3% |
| 30D | -17.0% | +7.2% | -24.3% | -20.4% |
| 3M | -30.6% | -6.5% | -24.1% | -28.1% |
| 6M | -14.9% | +10.3% | -25.2% | -21.2% |
| YTD | +44.7% | +6.5% | +38.2% | +36.1% |
| 1Y | +66.9% | +6.1% | +60.8% | +57.4% |
| 3Y | +153.3% | +74.9% | +78.4% | +67.1% |
| All | +147.1% | +81.1% | +66.0% | +54.9% |
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