+60.4%
AMGN vs RJF
+7.8%
+52.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +7.8% | -1.3% | +9.1% | +8.0% |
| 3M | +27.3% | +18.9% | +8.4% | +23.1% |
| 6M | +16.8% | +15.0% | +1.8% | +13.4% |
| YTD | +36.3% | +12.2% | +24.1% | +34.0% |
| 1Y | +60.4% | +5.6% | +54.8% | +54.8% |
| All | +60.4% | +7.8% | +52.6% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling