+1,278.0%
AAPL vs RJF
+429.3%
+848.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | -2.7% | +6.6% | +5.0% |
| 30D | +9.9% | -4.3% | +14.2% | +11.7% |
| 3M | +12.5% | +15.7% | -3.2% | +5.9% |
| 6M | +27.6% | +17.8% | +9.8% | +18.9% |
| YTD | +22.6% | +9.2% | +13.4% | +17.2% |
| 1Y | +45.0% | +2.8% | +42.2% | +41.7% |
| 3Y | +87.8% | +69.5% | +18.3% | +46.3% |
| 5Y | +128.7% | +105.9% | +22.7% | +61.6% |
| All | +1,278.0% | +429.3% | +848.7% | +627.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling