+37,071.1%
ADI vs RJF
+49,848.3%
-12,777.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -3.8% | -1.3% | -2.5% | -3.5% |
| 3M | -15.3% | +18.9% | -34.1% | -21.6% |
| 6M | +6.7% | +15.0% | -8.3% | -0.1% |
| YTD | +34.8% | +12.2% | +22.6% | +26.9% |
| 1Y | +49.0% | +5.6% | +43.4% | +43.8% |
| 3Y | +108.1% | +74.9% | +33.2% | +61.3% |
| 5Y | +142.4% | +106.6% | +35.8% | +72.8% |
| 10Y | +589.9% | +433.1% | +156.8% | +221.4% |
| All | +37,071.1% | +49,848.3% | -12,777.1% | +3,009.9% |
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