+97.2%
AMCR vs RJF
+829.2%
-732.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -7.1% | -2.0% | -5.1% | -6.7% |
| 3M | +12.7% | +16.3% | -3.7% | +8.4% |
| 6M | +5.2% | +16.9% | -11.8% | +1.0% |
| YTD | +8.1% | +10.4% | -2.4% | +5.0% |
| 1Y | +11.7% | +7.4% | +4.3% | +9.1% |
| 3Y | +9.9% | +72.2% | -62.3% | -5.8% |
| 5Y | -8.7% | +105.1% | -113.8% | -25.4% |
| 10Y | +16.8% | +430.9% | -414.1% | -17.0% |
| All | +97.2% | +829.2% | -732.0% | +40.1% |
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