+10,785.8%
AMD vs RJF
+45,667.9%
-34,882.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +11.6% |
| 7D | -11.0% | +3.6% | -14.6% | -12.6% |
| 30D | -30.5% | +3.5% | -34.0% | -31.8% |
| 3M | -8.2% | -8.9% | +0.7% | -4.5% |
| 6M | +6.6% | +2.9% | +3.7% | +3.5% |
| YTD | +109.7% | +2.8% | +106.9% | +102.3% |
| 1Y | +88.9% | +2.7% | +86.2% | +82.6% |
| 3Y | +301.8% | +69.3% | +232.5% | +201.4% |
| 5Y | +229.4% | +75.0% | +154.3% | +144.5% |
| 10Y | +6,745.1% | +378.5% | +6,366.6% | +2,870.7% |
| All | +10,785.8% | +45,667.9% | -34,882.1% | +767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling