-79.8%
ABCL vs RJF
+190.6%
-270.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +8.0% | +7.4% |
| 7D | -3.2% | +3.6% | -6.7% | -5.2% |
| 30D | -7.4% | +3.5% | -10.9% | -9.6% |
| 3M | +81.9% | -8.9% | +90.8% | +90.3% |
| 6M | +135.7% | +2.9% | +132.8% | +128.0% |
| YTD | +247.4% | +2.8% | +244.5% | +235.7% |
| 1Y | +162.3% | +2.7% | +159.6% | +153.9% |
| 3Y | +165.5% | +69.3% | +96.2% | +89.4% |
| 5Y | -21.3% | +75.0% | -96.3% | -44.3% |
| All | -79.8% | +190.6% | -270.4% | -88.8% |
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