-80.6%
ABCL vs RJF
+217.1%
-297.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.3% |
| 7D | +0.7% | -0.6% | +1.3% | +1.0% |
| 30D | +93.1% | -1.3% | +94.3% | +94.1% |
| 3M | +79.4% | +18.9% | +60.6% | +60.9% |
| 6M | +214.9% | +15.0% | +199.8% | +187.5% |
| YTD | +234.2% | +12.2% | +222.0% | +209.2% |
| 1Y | +174.8% | +5.6% | +169.1% | +162.7% |
| 3Y | +104.5% | +74.9% | +29.6% | +43.9% |
| 5Y | -39.0% | +106.6% | -145.7% | -59.5% |
| All | -80.6% | +217.1% | -297.7% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling