+199.0%
AMD vs RJF
+73.7%
+125.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +11.8% |
| 7D | -11.0% | +3.6% | -14.6% | -13.1% |
| 30D | -30.5% | +3.5% | -34.0% | -32.2% |
| 3M | -8.2% | -8.9% | +0.7% | -3.2% |
| 6M | +6.6% | +2.9% | +3.7% | +2.3% |
| YTD | +109.7% | +2.8% | +106.9% | +98.6% |
| 1Y | +88.9% | +2.7% | +86.2% | +79.2% |
| 3Y | +301.8% | +69.3% | +232.5% | +150.9% |
| All | +199.0% | +73.7% | +125.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling