+12,023.7%
ADP vs RJF
+46,882.4%
-34,858.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.9% | -0.9% | +1.9% | +1.1% |
| 30D | +11.9% | +5.3% | +6.5% | +10.3% |
| 3M | +13.7% | -6.8% | +20.6% | +15.7% |
| 6M | +46.8% | +11.4% | +35.3% | +42.2% |
| YTD | +21.8% | +5.5% | +16.2% | +19.3% |
| 1Y | +23.5% | +3.7% | +19.9% | +21.5% |
| 3Y | +44.1% | +73.4% | -29.4% | +21.8% |
| 5Y | +49.9% | +78.3% | -28.5% | +24.2% |
| 10Y | +318.8% | +328.4% | -9.7% | +169.9% |
| All | +12,023.7% | +46,882.4% | -34,858.6% | +2,194.5% |
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