-98.1%
AMC vs RJF
+554.8%
-652.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.2% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | -0.7% | -1.3% | +0.5% | -0.3% |
| 3M | +35.2% | +18.9% | +16.3% | +21.4% |
| 6M | +124.6% | +15.0% | +109.5% | +106.5% |
| YTD | +69.9% | +12.2% | +57.7% | +57.6% |
| 1Y | -2.6% | +5.6% | -8.2% | -6.6% |
| 3Y | -79.8% | +74.9% | -154.6% | -85.8% |
| 5Y | -99.4% | +106.6% | -206.0% | -99.6% |
| 10Y | -98.9% | +433.1% | -531.9% | -99.6% |
| All | -98.1% | +554.8% | -652.9% | -99.3% |
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