+45.3%
ADM vs RJF
+5.1%
+40.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.5% | -2.7% | +5.2% | +2.3% |
| 30D | +9.5% | -4.3% | +13.7% | +9.2% |
| 3M | +10.6% | +15.7% | -5.1% | +11.3% |
| 6M | +24.0% | +17.8% | +6.2% | +24.9% |
| YTD | +54.0% | +9.2% | +44.8% | +54.4% |
| 1Y | +45.3% | +2.8% | +42.5% | +45.7% |
| All | +45.3% | +5.1% | +40.3% | +45.7% |
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