-87.2%
ADVB vs RJF
+27.2%
-114.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | +17.6% | -1.3% | +18.8% | +17.9% |
| 3M | +119.1% | +18.9% | +100.3% | +107.5% |
| 6M | +103.4% | +15.0% | +88.3% | +94.4% |
| YTD | +59.8% | +12.2% | +47.6% | +51.9% |
| 1Y | +8.5% | +5.6% | +2.9% | +4.7% |
| All | -87.2% | +27.2% | -114.4% | -89.0% |
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 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