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  • AG vs RJF✓SelectedUSD · RJFAG vs RJF performance historyLatest closeAs of-1.05%09/08
Stock and ETF performance explorer

AG vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+439.9%
RJF return
+1,029.6%
Excess return
-589.7%
Maximum drawdown
-90.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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