+384.5%
ALAB vs RJF
+49.5%
+335.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.7% | +4.4% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | -5.3% | -2.0% | -3.2% | -4.2% |
| 3M | -12.0% | +16.3% | -28.4% | -22.1% |
| 6M | +145.7% | +16.9% | +128.8% | +115.2% |
| YTD | +80.7% | +10.4% | +70.2% | +63.6% |
| 1Y | +40.1% | +7.4% | +32.7% | +29.6% |
| All | +384.5% | +49.5% | +335.0% | +279.4% |
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