+26.5%
ADM vs RJF
+3.4%
+23.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.8% |
| 30D | -14.7% | +6.7% | -21.4% | -14.3% |
| 3M | -10.4% | -7.3% | -3.1% | -11.0% |
| 6M | -10.9% | +9.8% | -20.7% | -10.4% |
| YTD | +26.0% | +5.6% | +20.3% | +26.4% |
| 1Y | +26.5% | +2.3% | +24.2% | +26.1% |
| All | +26.5% | +3.4% | +23.1% | +26.1% |
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 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