+66.5%
AG vs RJF
+429.5%
-363.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -5.8% | -4.2% | -1.6% | -5.0% |
| 30D | +6.4% | -3.6% | +10.0% | +7.1% |
| 3M | +28.4% | +15.6% | +12.7% | +24.5% |
| 6M | -24.5% | +17.6% | -42.1% | -27.0% |
| YTD | +21.2% | +9.2% | +12.0% | +18.7% |
| 1Y | +114.1% | +5.5% | +108.6% | +111.2% |
| 3Y | +268.0% | +70.3% | +197.7% | +227.9% |
| 5Y | +67.3% | +106.0% | -38.7% | +43.6% |
| All | +66.5% | +429.5% | -363.0% | +13.3% |
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