+107.2%
APA vs RJF
+7.8%
+99.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.3% | -11.2% | -6.2% |
| 7D | -13.0% | +7.2% | -20.1% | -12.1% |
| 30D | +2.0% | +4.9% | -2.9% | +2.9% |
| 3M | +24.9% | -5.5% | +30.4% | +25.0% |
| 6M | +7.2% | +8.0% | -0.8% | +7.6% |
| YTD | +87.1% | +6.2% | +80.9% | +90.2% |
| 1Y | +107.2% | +7.8% | +99.4% | +110.0% |
| All | +107.2% | +7.8% | +99.3% | +110.0% |
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