+8,520.0%
AMD vs RJF
+323.5%
+8,196.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +44.7% | +1.5% | +43.2% | +43.6% |
| 30D | -3.3% | +6.7% | -10.1% | -6.9% |
| 3M | +21.2% | -7.3% | +28.5% | +26.0% |
| 6M | +30.6% | +9.8% | +20.8% | +21.5% |
| YTD | +173.3% | +5.6% | +167.7% | +157.7% |
| 1Y | +126.1% | +2.3% | +123.8% | +117.6% |
| 3Y | +393.5% | +73.6% | +320.0% | +240.0% |
| 5Y | +295.8% | +79.9% | +215.9% | +167.4% |
| All | +8,520.0% | +323.5% | +8,196.5% | +3,494.7% |
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