+1,583.8%
ADM vs RJF
+46,882.3%
-45,298.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | -11.8% | +5.3% | -17.2% | -13.1% |
| 3M | -11.3% | -6.8% | -4.5% | -9.9% |
| 6M | -10.0% | +11.4% | -21.4% | -13.0% |
| YTD | +25.9% | +5.5% | +20.4% | +22.8% |
| 1Y | +26.7% | +3.7% | +23.0% | +24.0% |
| 3Y | +8.1% | +73.4% | -65.3% | -9.2% |
| 5Y | +23.5% | +78.3% | -54.8% | +1.8% |
| 10Y | +128.2% | +328.4% | -200.2% | +47.0% |
| All | +1,583.8% | +46,882.3% | -45,298.5% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling