+109.1%
AMGN vs RJF
+101.5%
+7.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -13.9% | -4.2% | -9.7% | -13.2% |
| 30D | -7.1% | -3.6% | -3.5% | -6.6% |
| 3M | +13.9% | +15.6% | -1.7% | +11.1% |
| 6M | +3.2% | +17.6% | -14.4% | +0.4% |
| YTD | +19.2% | +9.2% | +10.0% | +17.2% |
| 1Y | +41.1% | +5.5% | +35.6% | +39.3% |
| 3Y | +61.3% | +70.3% | -9.0% | +45.1% |
| 5Y | +109.1% | +106.0% | +3.0% | +79.1% |
| All | +109.1% | +101.5% | +7.5% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling