+282.7%
AG vs RJF
+71.0%
+211.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +12.5% | -2.0% | +14.5% | +13.1% |
| 3M | +28.2% | +16.3% | +11.8% | +22.1% |
| 6M | -18.8% | +16.9% | -35.7% | -23.0% |
| YTD | +27.4% | +10.4% | +16.9% | +23.0% |
| 1Y | +132.2% | +7.4% | +124.8% | +126.0% |
| All | +282.7% | +71.0% | +211.7% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling