+174.3%
ABCL vs RJF
+8.4%
+166.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +1.4% | +1.8% | -0.3% | +0.7% |
| 30D | +65.1% | 0.0% | +65.1% | +65.1% |
| 3M | +111.1% | +18.0% | +93.1% | +93.2% |
| 6M | +231.6% | +17.0% | +214.6% | +203.6% |
| YTD | +234.5% | +11.1% | +223.4% | +216.8% |
| 1Y | +174.3% | +8.0% | +166.4% | +162.5% |
| All | +174.3% | +8.4% | +166.0% | +162.5% |
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