+1,697.2%
ACN vs RJF
+2,830.4%
-1,133.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -2.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +9.4% | -1.3% | +10.6% | +9.8% |
| 3M | +5.6% | +18.9% | -13.2% | -0.5% |
| 6M | -9.3% | +15.0% | -24.3% | -13.7% |
| YTD | -29.0% | +12.2% | -41.2% | -32.0% |
| 1Y | -24.7% | +5.6% | -30.3% | -26.4% |
| 3Y | -39.8% | +74.9% | -114.7% | -51.8% |
| 5Y | -40.9% | +106.6% | -147.6% | -55.9% |
| 10Y | +91.1% | +433.1% | -341.9% | -1.4% |
| All | +1,697.2% | +2,830.4% | -1,133.1% | +215.6% |
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