+6,695.8%
ABT vs RJF
+47,306.8%
-40,611.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | +3.6% | -4.9% | -1.9% |
| 30D | +6.0% | +7.2% | -1.2% | +4.7% |
| 3M | -1.9% | -6.5% | +4.6% | -0.7% |
| 6M | +31.2% | +10.3% | +20.9% | +28.6% |
| YTD | -11.2% | +6.5% | -17.7% | -12.7% |
| 1Y | -14.0% | +6.1% | -20.1% | -15.3% |
| 3Y | +20.7% | +74.9% | -54.2% | +6.7% |
| 5Y | -6.7% | +81.3% | -88.0% | -18.9% |
| 10Y | +226.3% | +332.3% | -106.0% | +135.6% |
| All | +6,695.8% | +47,306.8% | -40,611.0% | +1,959.2% |
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