+439.9%
AG vs RJF
+1,029.6%
-589.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | +4.5% | +1.8% | +2.7% | +4.1% |
| 30D | +12.9% | 0.0% | +12.9% | +12.8% |
| 3M | +20.9% | +18.0% | +3.0% | +16.1% |
| 6M | -19.5% | +17.0% | -36.5% | -22.7% |
| YTD | +24.8% | +11.1% | +13.7% | +21.3% |
| 1Y | +120.2% | +8.0% | +112.3% | +115.6% |
| 3Y | +279.0% | +73.3% | +205.7% | +227.5% |
| 5Y | +67.9% | +107.4% | -39.5% | +37.0% |
| 10Y | +57.5% | +428.5% | -371.0% | -3.6% |
| All | +439.9% | +1,029.6% | -589.7% | +115.0% |
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