+296.4%
ARM vs RJF
+73.6%
+222.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +5.0% |
| 7D | +5.5% | -0.6% | +6.1% | +5.9% |
| 30D | -8.2% | -1.3% | -6.9% | -7.7% |
| 3M | -35.9% | +18.9% | -54.8% | -44.5% |
| 6M | +103.1% | +15.0% | +88.1% | +80.7% |
| YTD | +130.6% | +12.2% | +118.4% | +106.6% |
| 1Y | +86.1% | +5.6% | +80.4% | +73.6% |
| All | +296.4% | +73.6% | +222.8% | +135.6% |
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