-4.1%
APA vs RJF
+429.5%
-433.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | +0.8% | -4.2% | +5.0% | +4.0% |
| 30D | +9.6% | -3.6% | +13.2% | +12.2% |
| 3M | +18.0% | +15.6% | +2.4% | +4.3% |
| 6M | +41.9% | +17.6% | +24.3% | +22.0% |
| YTD | +86.3% | +9.2% | +77.1% | +67.8% |
| 1Y | +97.9% | +5.5% | +92.3% | +81.9% |
| 3Y | +12.8% | +70.3% | -57.5% | -30.9% |
| 5Y | +177.2% | +106.0% | +71.2% | +40.4% |
| All | -4.1% | +429.5% | -433.6% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling