+318.8%
ADP vs RJF
+334.0%
-15.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.9% | -0.9% | +1.9% | +1.3% |
| 30D | +11.9% | +5.3% | +6.5% | +9.4% |
| 3M | +13.7% | -6.8% | +20.6% | +16.7% |
| 6M | +46.8% | +11.4% | +35.3% | +39.8% |
| YTD | +21.8% | +5.5% | +16.2% | +17.8% |
| 1Y | +23.5% | +3.7% | +19.9% | +20.2% |
| 3Y | +44.1% | +73.4% | -29.4% | +9.7% |
| 5Y | +49.9% | +78.3% | -28.5% | +9.4% |
| 10Y | +318.8% | +328.4% | -9.7% | +106.6% |
| All | +318.8% | +334.0% | -15.2% | +106.6% |
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