-29.3%
AFRM vs RJF
+157.3%
-186.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -0.8% |
| 7D | -7.3% | +3.6% | -10.9% | -10.9% |
| 30D | -9.6% | +3.5% | -13.1% | -13.2% |
| 3M | -11.1% | -8.9% | -2.2% | -1.3% |
| 6M | +3.9% | +2.9% | +1.0% | -2.0% |
| YTD | -8.5% | +2.8% | -11.3% | -15.2% |
| 1Y | +3.3% | +2.7% | +0.6% | -3.9% |
| 3Y | +213.7% | +69.3% | +144.4% | +56.3% |
| 5Y | -58.5% | +75.0% | -133.6% | -77.7% |
| All | -29.3% | +157.3% | -186.6% | -67.7% |
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