+8,017.8%
AMD vs RJF
+428.9%
+7,589.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +6.5% |
| 7D | +10.0% | +1.8% | +8.3% | +8.8% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | +3.1% | +18.0% | -14.8% | -7.4% |
| 6M | +162.8% | +17.0% | +145.9% | +136.0% |
| YTD | +136.2% | +11.1% | +125.0% | +117.1% |
| 1Y | +234.0% | +8.0% | +226.1% | +211.6% |
| 3Y | +376.7% | +73.3% | +303.4% | +231.0% |
| 5Y | +376.3% | +107.4% | +268.9% | +200.6% |
| 10Y | +8,017.8% | +428.5% | +7,589.3% | +3,031.7% |
| All | +8,017.8% | +428.9% | +7,589.0% | +3,031.7% |
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