-77.0%
ADVB vs RJF
+7.8%
-84.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.9% | -4.9% |
| 7D | -29.5% | +7.2% | -36.7% | -30.0% |
| 30D | -66.9% | +4.9% | -71.8% | -66.9% |
| 3M | -73.7% | -5.5% | -68.2% | -73.2% |
| 6M | -64.8% | +8.0% | -72.7% | -66.0% |
| YTD | -64.0% | +6.2% | -70.2% | -67.7% |
| 1Y | -77.0% | +7.8% | -84.8% | -79.4% |
| All | -77.0% | +7.8% | -84.8% | -79.4% |
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