+384.7%
AGI vs RJF
+104.0%
+280.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | -2.7% | 0.0% | -2.5% |
| 30D | +7.2% | -4.3% | +11.5% | +7.7% |
| 3M | +4.3% | +15.7% | -11.5% | +2.8% |
| 6M | -27.1% | +17.8% | -44.9% | -28.3% |
| YTD | -6.6% | +9.2% | -15.8% | -7.6% |
| 1Y | +9.5% | +2.8% | +6.7% | +8.8% |
| 3Y | +208.4% | +69.5% | +139.0% | +187.6% |
| All | +384.7% | +104.0% | +280.7% | +373.5% |
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