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  • ADM vs RJF✓SelectedUSD · RJFADM vs RJF performance historyLatest closeAs of-0.13%09/08
Stock and ETF performance explorer

ADM vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,906.3%
RJF return
+49,360.8%
Excess return
-47,454.6%
Maximum drawdown
-68.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.1%-1.0%+0.8%+0.1%
7D-0.1%+1.8%-1.8%-0.5%
30D+11.0%0.0%+11.0%+10.9%
3M+6.0%+18.0%-12.0%+1.2%
6M+26.9%+17.0%+10.0%+21.1%
YTD+50.0%+11.1%+38.9%+44.6%
1Y+39.6%+8.0%+31.6%+35.3%
3Y+18.5%+73.3%-54.7%-0.3%
5Y+62.6%+107.4%-44.9%+29.0%
10Y+162.4%+428.5%-266.1%+60.7%
All+1,906.3%+49,360.8%-47,454.6%+420.5%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling