+2,155.8%
AMP vs RJF
+1,655.6%
+500.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.1% |
| 7D | -2.0% | -4.2% | +2.1% | +1.1% |
| 30D | -1.7% | -3.6% | +1.9% | +1.0% |
| 3M | +23.2% | +15.6% | +7.6% | +10.7% |
| 6M | +22.2% | +17.6% | +4.6% | +8.2% |
| YTD | +14.0% | +9.2% | +4.8% | +6.6% |
| 1Y | +14.0% | +5.5% | +8.5% | +9.1% |
| 3Y | +67.0% | +70.3% | -3.3% | +11.1% |
| 5Y | +123.2% | +106.0% | +17.2% | +28.9% |
| 10Y | +578.5% | +425.1% | +153.5% | +107.7% |
| All | +2,155.8% | +1,655.6% | +500.1% | +210.8% |
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 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