+108.5%
AMD vs RJF
+4.1%
+104.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.1% | +10.2% | +12.7% |
| 7D | +8.9% | +3.4% | +5.6% | +8.6% |
| 30D | -16.4% | +5.9% | -22.3% | -16.7% |
| 3M | +5.2% | -4.6% | +9.9% | +6.5% |
| 6M | +11.7% | +9.5% | +2.2% | +9.1% |
| YTD | +137.5% | +6.0% | +131.5% | +123.3% |
| All | +108.5% | +4.1% | +104.3% | +96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling