+40.6%
ADM vs RJF
+7.8%
+32.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.2% |
| 7D | +3.8% | -0.6% | +4.4% | +3.7% |
| 30D | +9.8% | -1.3% | +11.0% | +9.7% |
| 3M | +2.1% | +18.9% | -16.7% | +3.2% |
| 6M | +27.5% | +15.0% | +12.5% | +28.7% |
| YTD | +50.2% | +12.2% | +38.0% | +51.3% |
| 1Y | +40.6% | +5.6% | +35.0% | +40.5% |
| All | +40.6% | +7.8% | +32.8% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling