+24.5%
ADP vs RJF
+3.4%
+21.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +11.6% | +6.7% | +4.9% | +9.6% |
| 3M | +15.1% | -7.3% | +22.4% | +16.9% |
| 6M | +46.0% | +9.8% | +36.3% | +41.9% |
| YTD | +22.4% | +5.6% | +16.7% | +19.6% |
| 1Y | +24.5% | +2.3% | +22.2% | +22.2% |
| All | +24.5% | +3.4% | +21.0% | +22.2% |
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