-22.2%
AMAT vs RJF
+2.5%
-24.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +3.9% |
| 7D | -14.7% | +3.6% | -18.3% | -13.2% |
| 30D | -36.1% | +3.5% | -39.6% | -34.8% |
| 3M | -36.9% | -8.9% | -28.0% | -39.3% |
| 6M | -22.2% | +2.9% | -25.1% | -14.4% |
| All | -22.2% | +2.5% | -24.7% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling