+86.1%
ARM vs RJF
+7.8%
+78.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.4% |
| 7D | +5.5% | -0.6% | +6.1% | +5.6% |
| 30D | -8.2% | -1.3% | -6.9% | -7.8% |
| 3M | -35.9% | +18.9% | -54.8% | -40.5% |
| 6M | +103.1% | +15.0% | +88.1% | +89.5% |
| YTD | +130.6% | +12.2% | +118.4% | +115.6% |
| 1Y | +86.1% | +5.6% | +80.4% | +69.3% |
| All | +86.1% | +7.8% | +78.2% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling