-99.8%
AMIX vs RJF
+64.0%
-163.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.1% |
| 7D | -13.7% | -0.6% | -13.1% | -13.4% |
| 30D | -62.1% | -1.3% | -60.8% | -61.8% |
| 3M | -46.2% | +18.9% | -65.0% | -50.8% |
| 6M | -46.4% | +15.0% | -61.5% | -50.5% |
| YTD | -60.3% | +12.2% | -72.5% | -63.1% |
| 1Y | -79.7% | +5.6% | -85.3% | -80.6% |
| All | -99.8% | +64.0% | -163.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling