-32.4%
AFRM vs RJF
+166.5%
-198.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.0% |
| 7D | -4.4% | +3.6% | -8.0% | -8.4% |
| 30D | -7.7% | +7.2% | -14.9% | -15.1% |
| 3M | -16.9% | -6.5% | -10.4% | -10.6% |
| 6M | +2.5% | +10.3% | -7.8% | -10.6% |
| YTD | -12.5% | +6.5% | -19.0% | -22.3% |
| 1Y | -11.0% | +6.1% | -17.1% | -20.7% |
| 3Y | +184.6% | +74.9% | +109.7% | +36.7% |
| 5Y | -56.3% | +81.3% | -137.6% | -77.5% |
| All | -32.4% | +166.5% | -198.9% | -70.4% |
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