+176.6%
ADM vs RJF
+428.4%
-251.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | +1.4% | -0.3% | +1.6% | +1.4% |
| 30D | +8.2% | -2.0% | +10.2% | +8.8% |
| 3M | +8.7% | +16.3% | -7.6% | +2.3% |
| 6M | +29.1% | +16.9% | +12.2% | +20.7% |
| YTD | +53.7% | +10.4% | +43.2% | +46.0% |
| 1Y | +43.2% | +7.4% | +35.8% | +37.0% |
| 3Y | +21.4% | +72.2% | -50.8% | -7.6% |
| 5Y | +67.1% | +105.1% | -38.0% | +14.5% |
| 10Y | +176.6% | +430.9% | -254.4% | +33.1% |
| All | +176.6% | +428.4% | -251.9% | +33.1% |
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 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