-96.5%
ADVB vs RJF
+20.7%
-117.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.8% | -24.4% | -23.7% |
| 7D | +27.8% | +3.6% | +24.2% | +26.9% |
| 30D | -50.8% | +7.2% | -58.0% | -51.4% |
| 3M | -70.5% | -6.5% | -64.0% | -70.0% |
| 6M | -46.7% | +10.3% | -57.0% | -48.6% |
| YTD | -56.7% | +6.5% | -63.2% | -58.3% |
| 1Y | -71.8% | +6.1% | -77.9% | -72.7% |
| All | -96.5% | +20.7% | -117.2% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling