+197.1%
ABT vs RJF
+429.3%
-232.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -5.9% | -2.7% | -3.2% | -5.1% |
| 30D | -8.1% | -4.3% | -3.8% | -7.0% |
| 3M | +14.5% | +15.7% | -1.2% | +9.6% |
| 6M | -6.3% | +17.8% | -24.1% | -10.9% |
| YTD | -17.1% | +9.2% | -26.3% | -19.8% |
| 1Y | -21.4% | +2.8% | -24.1% | -22.7% |
| 3Y | +5.9% | +69.5% | -63.5% | -13.2% |
| 5Y | -12.8% | +105.9% | -118.7% | -34.6% |
| All | +197.1% | +429.3% | -232.2% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling