+152.2%
ABCL vs RJF
+7.8%
+144.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.5% |
| 7D | -10.0% | +7.2% | -17.1% | -12.0% |
| 30D | -10.9% | +4.9% | -15.8% | -12.1% |
| 3M | +101.6% | -5.5% | +107.2% | +107.6% |
| 6M | +167.5% | +8.0% | +159.6% | +157.4% |
| YTD | +259.1% | +6.2% | +252.9% | +242.7% |
| 1Y | +152.2% | +7.8% | +144.4% | +138.0% |
| All | +152.2% | +7.8% | +144.3% | +138.0% |
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 · 6 months rolling