+47.6%
AMDL vs RJF
+39.9%
+7.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.2% | +23.5% | +23.4% |
| 7D | -26.2% | +3.6% | -29.8% | -28.3% |
| 30D | -57.1% | +3.5% | -60.6% | -58.4% |
| 3M | -29.8% | -8.9% | -20.9% | -24.0% |
| 6M | -22.2% | +2.9% | -25.1% | -27.7% |
| YTD | +142.1% | +2.8% | +139.3% | +118.3% |
| 1Y | +85.8% | +2.7% | +83.2% | +69.2% |
| All | +47.6% | +39.9% | +7.7% | -1.3% |
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 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