-25.2%
AFRM vs RJF
+178.1%
-203.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.8% |
| 7D | +3.1% | +1.8% | +1.3% | +0.9% |
| 30D | -4.2% | 0.0% | -4.2% | -4.3% |
| 3M | +10.1% | +18.0% | -7.9% | -10.2% |
| 6M | +39.4% | +17.0% | +22.5% | +13.7% |
| YTD | -3.2% | +11.1% | -14.3% | -17.7% |
| 1Y | -16.1% | +8.0% | -24.0% | -26.6% |
| 3Y | +220.8% | +73.3% | +147.5% | +59.5% |
| 5Y | -17.7% | +107.4% | -125.1% | -60.6% |
| All | -25.2% | +178.1% | -203.3% | -68.6% |
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