+174.6%
ARM vs RJF
+59.1%
+115.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +6.0% | +5.6% |
| 7D | -15.2% | +3.6% | -18.8% | -17.4% |
| 30D | -40.7% | +3.5% | -44.2% | -42.3% |
| 3M | -39.1% | -8.9% | -30.2% | -35.4% |
| 6M | -26.4% | +2.9% | -29.3% | -29.3% |
| YTD | +59.7% | +2.8% | +56.9% | +51.6% |
| 1Y | +10.3% | +2.7% | +7.7% | +4.7% |
| 3Y | +228.9% | +69.3% | +159.6% | +88.8% |
| All | +174.6% | +59.1% | +115.5% | +72.8% |
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