-98.7%
AMC vs RJF
+367.7%
-466.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.7% |
| 7D | +2.6% | +3.6% | -0.9% | +0.7% |
| 30D | +9.0% | +3.5% | +5.5% | +6.9% |
| 3M | +22.2% | -8.9% | +31.1% | +28.8% |
| 6M | +91.5% | +2.9% | +88.6% | +87.1% |
| YTD | +101.3% | +2.8% | +98.5% | +96.1% |
| 1Y | +20.8% | +2.7% | +18.1% | +17.7% |
| 3Y | -71.3% | +69.3% | -140.6% | -80.0% |
| 5Y | -99.2% | +75.0% | -174.3% | -99.5% |
| All | -98.7% | +367.7% | -466.4% | -99.5% |
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