+199.6%
ARM vs RJF
+64.8%
+134.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.2% |
| 7D | +9.1% | +3.6% | +5.5% | +6.5% |
| 30D | -19.9% | +7.2% | -27.2% | -23.9% |
| 3M | -31.6% | -6.5% | -25.1% | -28.7% |
| 6M | -13.9% | +10.3% | -24.2% | -21.5% |
| YTD | +74.3% | +6.5% | +67.8% | +61.5% |
| 1Y | +35.8% | +6.1% | +29.7% | +26.1% |
| 3Y | +268.6% | +74.9% | +193.7% | +107.2% |
| All | +199.6% | +64.8% | +134.9% | +84.1% |
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