+56.8%
ABNB vs RJF
+76.6%
-19.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.7% |
| 7D | -1.7% | +3.6% | -5.3% | -3.4% |
| 30D | +11.8% | +7.2% | +4.6% | +8.0% |
| 3M | +0.9% | -6.5% | +7.4% | +4.1% |
| 6M | +40.5% | +10.3% | +30.2% | +33.2% |
| YTD | +37.6% | +6.5% | +31.1% | +31.6% |
| 1Y | +54.1% | +6.1% | +48.0% | +47.5% |
| 3Y | +56.8% | +74.9% | -18.1% | +7.5% |
| All | +56.8% | +76.6% | -19.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling