-11.3%
ABT vs RJF
+104.0%
-115.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -5.9% | -2.7% | -3.2% | -5.3% |
| 30D | -8.1% | -4.3% | -3.8% | -7.3% |
| 3M | +14.5% | +15.7% | -1.2% | +11.0% |
| 6M | -6.3% | +17.8% | -24.1% | -9.6% |
| YTD | -17.1% | +9.2% | -26.3% | -19.1% |
| 1Y | -21.4% | +2.8% | -24.1% | -22.3% |
| 3Y | +5.9% | +69.5% | -63.5% | -9.8% |
| All | -11.3% | +104.0% | -115.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling