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  • ADM vs RJF✓SelectedUSD · RJFADM vs RJF performance historyLatest closeAs of+2.43%09/09
Stock and ETF performance explorer

ADM vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+176.6%
RJF return
+428.4%
Excess return
-251.9%
Maximum drawdown
-54.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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