+222.7%
AA vs RJF
+46,882.4%
-46,659.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.9% |
| 7D | +1.1% | -0.9% | +2.1% | +1.6% |
| 30D | -1.3% | +5.3% | -6.6% | -3.7% |
| 3M | -23.9% | -6.8% | -17.1% | -21.6% |
| 6M | -36.8% | +11.4% | -48.2% | -40.5% |
| YTD | -22.2% | +5.5% | -27.7% | -25.4% |
| 1Y | +10.4% | +3.7% | +6.7% | +6.8% |
| 3Y | +72.0% | +73.4% | -1.4% | +31.3% |
| 5Y | -15.6% | +78.3% | -94.0% | -35.6% |
| 10Y | +47.8% | +328.4% | -280.6% | -19.5% |
| All | +222.7% | +46,882.4% | -46,659.7% | -52.4% |
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 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