-26.4%
ARM vs RJF
+2.5%
-28.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +6.0% | +4.7% |
| 7D | -15.2% | +3.6% | -18.8% | -14.9% |
| 30D | -40.7% | +3.5% | -44.2% | -40.2% |
| 3M | -39.1% | -8.9% | -30.2% | -37.3% |
| 6M | -26.4% | +2.9% | -29.3% | -24.4% |
| All | -26.4% | +2.5% | -28.9% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling