+72.3%
AA vs RJF
+75.0%
-2.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +3.0% |
| 7D | +1.1% | -0.9% | +2.1% | +1.8% |
| 30D | -1.3% | +5.3% | -6.6% | -4.4% |
| 3M | -23.9% | -6.8% | -17.1% | -20.9% |
| 6M | -36.8% | +11.4% | -48.2% | -41.9% |
| YTD | -22.2% | +5.5% | -27.7% | -26.7% |
| 1Y | +10.4% | +3.7% | +6.7% | +5.5% |
| All | +72.3% | +75.0% | -2.8% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling