+117.8%
AMDL vs RJF
+51.2%
+66.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +12.6% |
| 7D | +19.9% | +1.8% | +18.2% | +17.4% |
| 30D | +6.3% | 0.0% | +6.3% | +5.4% |
| 3M | -9.9% | +18.0% | -27.9% | -27.0% |
| 6M | +394.3% | +17.0% | +377.3% | +300.5% |
| YTD | +257.3% | +11.1% | +246.2% | +199.6% |
| 1Y | +508.5% | +8.0% | +500.6% | +427.3% |
| All | +117.8% | +51.2% | +66.6% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling