+331.1%
AMD vs RJF
+75.1%
+256.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.2% | +5.5% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | -0.9% | -1.3% | +0.3% | -0.5% |
| 3M | -8.7% | +18.9% | -27.6% | -17.6% |
| 6M | +136.3% | +15.0% | +121.3% | +116.8% |
| YTD | +123.0% | +12.2% | +110.8% | +105.4% |
| 1Y | +195.2% | +5.6% | +189.5% | +181.9% |
| All | +331.1% | +75.1% | +256.0% | +213.6% |
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