-98.7%
AMC vs RJF
+334.0%
-432.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.0% |
| 30D | +14.0% | +5.3% | +8.7% | +10.7% |
| 3M | +42.5% | -6.8% | +49.3% | +48.5% |
| 6M | +142.6% | +11.4% | +131.1% | +125.6% |
| YTD | +119.2% | +5.5% | +113.7% | +110.3% |
| 1Y | +40.7% | +3.7% | +37.1% | +36.7% |
| 3Y | -57.3% | +73.4% | -130.7% | -70.6% |
| 5Y | -99.1% | +78.3% | -177.5% | -99.4% |
| 10Y | -98.7% | +328.4% | -427.1% | -99.5% |
| All | -98.7% | +334.0% | -432.7% | -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