+131.1%
ADI vs RJF
+101.5%
+29.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +1.3% | -4.2% | +5.5% | +3.4% |
| 30D | -6.0% | -3.6% | -2.4% | -4.4% |
| 3M | -7.7% | +15.6% | -23.4% | -14.8% |
| 6M | +14.0% | +17.6% | -3.6% | +3.9% |
| YTD | +34.4% | +9.2% | +25.2% | +26.5% |
| 1Y | +48.0% | +5.5% | +42.4% | +41.6% |
| 3Y | +113.3% | +70.3% | +43.0% | +56.6% |
| 5Y | +131.1% | +106.0% | +25.1% | +53.1% |
| All | +131.1% | +101.5% | +29.6% | +53.1% |
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