+5,453.2%
AGI vs RJF
+2,786.3%
+2,666.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +11.3% | -2.0% | +13.3% | +11.4% |
| 3M | +5.6% | +16.3% | -10.7% | +4.5% |
| 6M | -27.7% | +16.9% | -44.6% | -28.5% |
| YTD | -4.1% | +10.4% | -14.5% | -4.9% |
| 1Y | +13.8% | +7.4% | +6.4% | +13.0% |
| 3Y | +217.0% | +72.2% | +144.8% | +202.8% |
| 5Y | +404.3% | +105.1% | +299.2% | +373.7% |
| 10Y | +400.5% | +430.9% | -30.4% | +329.0% |
| All | +5,453.2% | +2,786.3% | +2,666.9% | +3,640.2% |
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