-29.4%
AFRM vs RJF
+165.2%
-194.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -3.7% |
| 7D | -7.5% | +3.4% | -10.9% | -11.0% |
| 30D | -15.7% | +5.9% | -21.6% | -21.3% |
| 3M | -9.6% | -4.6% | -5.0% | -5.0% |
| 6M | +6.3% | +9.5% | -3.2% | -6.7% |
| YTD | -8.6% | +6.0% | -14.6% | -18.3% |
| 1Y | -7.6% | +4.3% | -11.9% | -15.7% |
| 3Y | +173.7% | +76.6% | +97.1% | +29.5% |
| 5Y | -56.9% | +80.6% | -137.5% | -77.6% |
| All | -29.4% | +165.2% | -194.6% | -68.9% |
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