+105.4%
AMT vs RJF
+428.4%
-323.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +3.7% | -2.0% | +5.8% | +4.2% |
| 3M | -7.2% | +16.3% | -23.5% | -10.4% |
| 6M | -4.2% | +16.9% | -21.1% | -7.7% |
| YTD | +1.9% | +10.4% | -8.6% | -1.0% |
| 1Y | -6.4% | +7.4% | -13.8% | -8.6% |
| 3Y | +7.7% | +72.2% | -64.5% | -8.9% |
| 5Y | -30.9% | +105.1% | -136.0% | -45.1% |
| 10Y | +105.4% | +430.9% | -325.5% | +37.2% |
| All | +105.4% | +428.4% | -323.1% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling