-98.9%
AMC vs RJF
+428.9%
-527.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.8% |
| 7D | -0.8% | +1.8% | -2.5% | -2.0% |
| 30D | -1.2% | 0.0% | -1.2% | -1.4% |
| 3M | +42.2% | +18.0% | +24.3% | +27.7% |
| 6M | +118.8% | +17.0% | +101.8% | +98.5% |
| YTD | +64.1% | +11.1% | +53.0% | +52.7% |
| 1Y | -9.5% | +8.0% | -17.5% | -14.5% |
| 3Y | -64.3% | +73.3% | -137.6% | -75.4% |
| 5Y | -99.5% | +107.4% | -206.9% | -99.7% |
| 10Y | -98.9% | +428.5% | -527.4% | -99.6% |
| All | -98.9% | +428.9% | -527.8% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling