+17.4%
AGI vs RJF
+7.8%
+9.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.6% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +18.2% | -1.3% | +19.5% | +18.4% |
| 3M | -4.1% | +18.9% | -23.0% | -7.1% |
| 6M | -28.7% | +15.0% | -43.7% | -30.8% |
| YTD | -4.0% | +12.2% | -16.2% | -7.3% |
| 1Y | +17.4% | +5.6% | +11.8% | +12.7% |
| All | +17.4% | +7.8% | +9.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling