+67.3%
AG vs RJF
+101.5%
-34.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.5% |
| 7D | -5.8% | -4.2% | -1.6% | -4.6% |
| 30D | +6.4% | -3.6% | +10.0% | +7.4% |
| 3M | +28.4% | +15.6% | +12.7% | +23.1% |
| 6M | -24.5% | +17.6% | -42.1% | -28.1% |
| YTD | +21.2% | +9.2% | +12.0% | +17.7% |
| 1Y | +114.1% | +5.5% | +108.6% | +110.0% |
| 3Y | +268.0% | +70.3% | +197.7% | +209.5% |
| 5Y | +67.3% | +106.0% | -38.7% | +35.8% |
| All | +67.3% | +101.5% | -34.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling