+651.5%
ADI vs RJF
+429.3%
+222.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.6% | -2.7% | +7.3% | +6.0% |
| 30D | -1.2% | -4.3% | +3.1% | +0.9% |
| 3M | -7.8% | +15.7% | -23.5% | -15.1% |
| 6M | +19.3% | +17.8% | +1.5% | +8.5% |
| YTD | +40.9% | +9.2% | +31.7% | +32.5% |
| 1Y | +54.5% | +2.8% | +51.7% | +49.8% |
| 3Y | +123.4% | +69.5% | +54.0% | +64.2% |
| 5Y | +142.3% | +105.9% | +36.4% | +56.8% |
| All | +651.5% | +429.3% | +222.2% | +215.8% |
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