+44.4%
ALAB vs RJF
+3.4%
+40.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +26.9% | +1.5% | +25.4% | +26.6% |
| 30D | -30.0% | +6.7% | -36.7% | -30.1% |
| 3M | -28.5% | -7.3% | -21.2% | -26.9% |
| 6M | +11.4% | +9.8% | +1.7% | +8.6% |
| YTD | +36.9% | +5.6% | +31.3% | +29.7% |
| 1Y | +44.4% | +2.3% | +42.1% | +41.7% |
| All | +44.4% | +3.4% | +40.9% | +41.7% |
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