+169.1%
APD vs RJF
+428.4%
-259.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -4.2% | -2.0% | -2.2% | -3.5% |
| 3M | +5.0% | +16.3% | -11.4% | -1.2% |
| 6M | +8.9% | +16.9% | -8.0% | +1.9% |
| YTD | +21.9% | +10.4% | +11.5% | +16.0% |
| 1Y | +5.6% | +7.4% | -1.9% | +1.3% |
| 3Y | +6.9% | +72.2% | -65.3% | -17.5% |
| 5Y | +25.3% | +105.1% | -79.8% | -12.7% |
| 10Y | +169.1% | +430.9% | -261.9% | +28.3% |
| All | +169.1% | +428.4% | -259.4% | +28.3% |
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