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  • ALAB vs RJF✓SelectedUSD · RJFALAB vs RJF performance historyLatest closeAs of+4.05%09/09
Stock and ETF performance explorer

ALAB vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+384.5%
RJF return
+49.5%
Excess return
+335.0%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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