-80.3%
ABCL vs RJF
+198.6%
-278.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +4.4% | +1.5% | +2.9% | +3.6% |
| 30D | -7.9% | +6.7% | -14.6% | -11.4% |
| 3M | +12.2% | -7.3% | +19.6% | +16.2% |
| 6M | +134.7% | +9.8% | +125.0% | +118.9% |
| YTD | +239.8% | +5.6% | +234.1% | +223.7% |
| 1Y | +192.7% | +2.3% | +190.4% | +184.9% |
| 3Y | +187.6% | +73.6% | +114.0% | +102.5% |
| 5Y | -22.6% | +79.9% | -102.5% | -46.1% |
| All | -80.3% | +198.6% | -278.8% | -89.2% |
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