+263,909.3%
AMZN vs RJF
+5,244.1%
+258,665.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -3.0% | -0.6% | -2.4% | -2.7% |
| 30D | -5.2% | -1.3% | -3.9% | -4.7% |
| 3M | +1.9% | +18.9% | -17.0% | -5.9% |
| 6M | +19.2% | +15.0% | +4.2% | +11.4% |
| YTD | +12.0% | +12.2% | -0.2% | +5.3% |
| 1Y | +9.7% | +5.6% | +4.1% | +5.6% |
| 3Y | +87.2% | +74.9% | +12.3% | +42.1% |
| 5Y | +48.7% | +106.6% | -58.0% | +3.3% |
| 10Y | +569.3% | +433.1% | +136.3% | +171.2% |
| All | +263,909.3% | +5,244.1% | +258,665.3% | +24,903.3% |
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 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