-77.5%
ADVB vs RJF
+3.3%
-80.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | -13.9% | +3.6% | -17.5% | -14.3% |
| 30D | -68.1% | +3.5% | -71.7% | -68.2% |
| 3M | -73.4% | -8.9% | -64.5% | -72.8% |
| 6M | -70.8% | +2.9% | -73.7% | -71.6% |
| YTD | -66.1% | +2.8% | -68.9% | -69.5% |
| 1Y | -77.5% | +2.7% | -80.2% | -79.5% |
| All | -77.5% | +3.3% | -80.8% | -79.5% |
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 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