+87.1%
AMDL vs RJF
+44.2%
+42.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +3.1% | +23.7% | +23.9% |
| 7D | +10.3% | +3.4% | +6.9% | +8.4% |
| 30D | -38.3% | +5.9% | -44.2% | -41.0% |
| 3M | -8.7% | -4.6% | -4.1% | -4.8% |
| 6M | -14.4% | +9.5% | -23.9% | -25.3% |
| YTD | +206.9% | +6.0% | +201.0% | +170.5% |
| 1Y | +144.4% | +4.3% | +140.1% | +121.7% |
| All | +87.1% | +44.2% | +42.9% | +22.3% |
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