+8,164.6%
AMD vs RJF
+334.0%
+7,830.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.7% |
| 7D | +13.1% | -0.9% | +14.0% | +14.1% |
| 30D | -7.0% | +5.3% | -12.3% | -9.8% |
| 3M | +16.6% | -6.8% | +23.4% | +20.8% |
| 6M | +20.5% | +11.4% | +9.1% | +11.1% |
| YTD | +158.2% | +5.5% | +152.6% | +143.6% |
| 1Y | +132.8% | +3.7% | +129.1% | +122.4% |
| 3Y | +366.2% | +73.4% | +292.8% | +221.4% |
| 5Y | +278.7% | +78.3% | +200.3% | +157.1% |
| 10Y | +8,164.6% | +328.4% | +7,836.2% | +3,394.0% |
| All | +8,164.6% | +334.0% | +7,830.6% | +3,394.0% |
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