+117.0%
AAPL vs RJF
+103.8%
+13.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.3% | -2.0% | +4.3% | +3.0% |
| 3M | +8.6% | +16.3% | -7.7% | +2.2% |
| 6M | +21.6% | +16.9% | +4.6% | +13.8% |
| YTD | +16.3% | +10.4% | +5.9% | +10.8% |
| 1Y | +35.1% | +7.4% | +27.6% | +29.8% |
| 3Y | +79.4% | +72.2% | +7.1% | +37.8% |
| All | +117.0% | +103.8% | +13.3% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling