+135.7%
ABCL vs RJF
+2.5%
+133.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +8.0% | +6.5% |
| 7D | -3.2% | +3.6% | -6.7% | -1.9% |
| 30D | -7.4% | +3.5% | -10.9% | -5.9% |
| 3M | +81.9% | -8.9% | +90.8% | +81.9% |
| 6M | +135.7% | +2.9% | +132.8% | +154.7% |
| All | +135.7% | +2.5% | +133.2% | +154.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling