-78.8%
ABCL vs RJF
+200.0%
-278.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.3% | +4.0% | -1.7% | +0.2% |
| 30D | -0.7% | +6.1% | -6.8% | -4.2% |
| 3M | +33.4% | -5.8% | +39.2% | +36.9% |
| 6M | +137.8% | +9.7% | +128.1% | +121.7% |
| YTD | +264.3% | +6.2% | +258.2% | +246.1% |
| 1Y | +209.2% | +5.3% | +203.9% | +195.9% |
| 3Y | +208.4% | +74.4% | +134.0% | +116.6% |
| 5Y | -11.9% | +81.6% | -93.4% | -38.8% |
| All | -78.8% | +200.0% | -278.9% | -88.4% |
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