+37.8%
ALAB vs RJF
+4.7%
+33.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.9% |
| 7D | +3.4% | -0.9% | +4.3% | +3.4% |
| 30D | -28.8% | +5.3% | -34.1% | -28.7% |
| 3M | -26.0% | -6.8% | -19.1% | -24.5% |
| 6M | +11.4% | +11.4% | -0.1% | +7.5% |
| YTD | +38.8% | +5.5% | +33.3% | +32.5% |
| 1Y | +37.8% | +3.7% | +34.2% | +33.0% |
| All | +37.8% | +4.7% | +33.1% | +33.0% |
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 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