-87.7%
ADVB vs RJF
+25.9%
-113.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.6% |
| 7D | -14.0% | +1.8% | -15.7% | -14.3% |
| 30D | +41.0% | 0.0% | +41.0% | +40.9% |
| 3M | +127.9% | +18.0% | +109.9% | +116.1% |
| 6M | +101.3% | +17.0% | +84.4% | +91.9% |
| YTD | +53.8% | +11.1% | +42.7% | +46.4% |
| 1Y | +4.4% | +8.0% | -3.5% | -0.3% |
| All | -87.7% | +25.9% | -113.6% | -89.4% |
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 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