-97.5%
AMC vs RJF
+519.5%
-617.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +5.5% | +4.0% | +1.5% | +3.5% |
| 30D | +16.1% | +6.1% | +10.0% | +12.4% |
| 3M | +43.0% | -5.8% | +48.8% | +47.8% |
| 6M | +130.7% | +9.7% | +121.0% | +117.4% |
| YTD | +121.8% | +6.2% | +115.6% | +112.6% |
| 1Y | +40.7% | +5.3% | +35.4% | +35.6% |
| 3Y | -56.8% | +74.4% | -131.2% | -69.7% |
| 5Y | -99.1% | +81.6% | -180.7% | -99.4% |
| 10Y | -98.7% | +333.6% | -432.2% | -99.4% |
| All | -97.5% | +519.5% | -617.0% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling