+357.3%
AMD vs RJF
+76.6%
+280.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.1% |
| 7D | +18.9% | +3.6% | +15.4% | +17.0% |
| 30D | -6.4% | +7.2% | -13.7% | -9.4% |
| 3M | +10.6% | -6.5% | +17.1% | +14.1% |
| 6M | +19.9% | +10.3% | +9.6% | +12.3% |
| YTD | +149.4% | +6.5% | +142.9% | +135.4% |
| 1Y | +115.4% | +6.1% | +109.3% | +103.9% |
| 3Y | +357.3% | +74.9% | +282.4% | +234.5% |
| All | +357.3% | +76.6% | +280.7% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling