-97.5%
AMC vs RJF
+518.4%
-615.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +6.5% |
| 7D | +6.6% | +3.4% | +3.2% | +4.9% |
| 30D | +14.1% | +5.9% | +8.1% | +10.6% |
| 3M | +31.3% | -4.6% | +35.9% | +34.6% |
| 6M | +126.7% | +9.5% | +117.2% | +113.9% |
| YTD | +117.9% | +6.0% | +112.0% | +109.1% |
| 1Y | +41.1% | +4.3% | +36.7% | +36.7% |
| 3Y | -61.0% | +76.6% | -137.5% | -72.9% |
| 5Y | -99.1% | +80.6% | -179.7% | -99.4% |
| 10Y | -98.7% | +346.5% | -445.2% | -99.5% |
| All | -97.5% | +518.4% | -615.9% | -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