+65.2%
ALAB vs RJF
+7.8%
+57.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.3% | +10.0% |
| 7D | +7.2% | -0.6% | +7.8% | +7.3% |
| 30D | -2.5% | -1.3% | -1.3% | -2.3% |
| 3M | -13.3% | +18.9% | -32.2% | -17.5% |
| 6M | +172.8% | +15.0% | +157.8% | +162.1% |
| YTD | +86.6% | +12.2% | +74.4% | +79.3% |
| 1Y | +65.2% | +5.6% | +59.5% | +66.5% |
| All | +65.2% | +7.8% | +57.3% | +66.5% |
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 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