-80.6%
ABCL vs RJF
+214.0%
-294.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +1.4% | +1.8% | -0.3% | +0.4% |
| 30D | +65.1% | 0.0% | +65.1% | +64.9% |
| 3M | +111.1% | +18.0% | +93.1% | +90.1% |
| 6M | +231.6% | +17.0% | +214.6% | +199.7% |
| YTD | +234.5% | +11.1% | +223.4% | +211.2% |
| 1Y | +174.3% | +8.0% | +166.4% | +159.1% |
| 3Y | +111.5% | +73.3% | +38.2% | +49.7% |
| 5Y | -37.3% | +107.4% | -144.7% | -58.3% |
| All | -80.6% | +214.0% | -294.6% | -89.6% |
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 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