+13.8%
ABNB vs RJF
+69.1%
-55.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -9.5% | -4.2% | -5.3% | -7.6% |
| 30D | -9.4% | -3.6% | -5.8% | -7.8% |
| 3M | +29.9% | +15.6% | +14.2% | +20.6% |
| 6M | +26.6% | +17.6% | +9.0% | +16.2% |
| YTD | +23.5% | +9.2% | +14.3% | +16.8% |
| 1Y | +35.8% | +5.5% | +30.3% | +30.4% |
| All | +13.8% | +69.1% | -55.3% | -13.9% |
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