-58.3%
AFRM vs RJF
+73.7%
-132.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -0.7% |
| 7D | -7.3% | +3.6% | -10.9% | -11.3% |
| 30D | -9.6% | +3.5% | -13.1% | -13.6% |
| 3M | -11.1% | -8.9% | -2.2% | -0.4% |
| 6M | +3.9% | +2.9% | +1.0% | -2.8% |
| YTD | -8.5% | +2.8% | -11.3% | -16.3% |
| 1Y | +3.3% | +2.7% | +0.6% | -5.2% |
| 3Y | +213.7% | +69.3% | +144.4% | +37.2% |
| All | -58.3% | +73.7% | -132.0% | -80.8% |
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