-69.7%
RAM vs RJF
+7.9%
-77.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.3% | -14.7% | -3.5% |
| 7D | -31.3% | +7.2% | -38.4% | -22.6% |
| 30D | -49.4% | +4.9% | -54.3% | -44.2% |
| 3M | -41.4% | -5.5% | -35.8% | -46.6% |
| All | -69.7% | +7.9% | -77.6% | -55.9% |
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 · Available span rolling