-17.9%
AMT vs RJF
+80.1%
-97.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.4% | -0.9% | -1.4% | -2.2% |
| 30D | +4.2% | +5.3% | -1.1% | +3.3% |
| 3M | +13.4% | -6.8% | +20.3% | +14.6% |
| 6M | +9.4% | +11.4% | -2.0% | +7.2% |
| YTD | +11.7% | +5.5% | +6.1% | +10.0% |
| 1Y | +7.1% | +3.7% | +3.5% | +5.8% |
| 3Y | +15.1% | +73.4% | -58.4% | -3.4% |
| 5Y | -17.9% | +78.3% | -96.2% | -32.3% |
| All | -17.9% | +80.1% | -97.9% | -32.3% |
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