+166.1%
APA vs RJF
+105.7%
+60.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | -1.7% | +1.8% | -3.5% | -2.8% |
| 30D | +15.7% | 0.0% | +15.7% | +15.4% |
| 3M | +16.5% | +18.0% | -1.5% | +4.1% |
| 6M | +35.1% | +17.0% | +18.1% | +20.1% |
| YTD | +82.2% | +11.1% | +71.1% | +66.0% |
| 1Y | +102.5% | +8.0% | +94.5% | +87.2% |
| 3Y | +10.3% | +73.3% | -63.0% | -28.0% |
| 5Y | +166.1% | +107.4% | +58.7% | +28.7% |
| All | +166.1% | +105.7% | +60.4% | +28.7% |
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 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