-24.9%
AFRM vs RJF
+180.8%
-205.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -0.8% |
| 7D | -7.0% | -0.6% | -6.4% | -6.2% |
| 30D | -7.8% | -1.3% | -6.5% | -6.5% |
| 3M | +5.3% | +18.9% | -13.6% | -15.0% |
| 6M | +42.6% | +15.0% | +27.6% | +18.7% |
| YTD | -2.8% | +12.2% | -15.0% | -18.3% |
| 1Y | -19.3% | +5.6% | -24.9% | -27.3% |
| 3Y | +231.0% | +74.9% | +156.1% | +62.6% |
| 5Y | -22.2% | +106.6% | -128.9% | -63.1% |
| All | -24.9% | +180.8% | -205.7% | -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