+190.7%
APD vs RJF
+334.0%
-143.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -1.2% | -0.9% | -0.2% | -0.8% |
| 30D | +11.0% | +5.3% | +5.7% | +8.7% |
| 3M | +2.6% | -6.8% | +9.4% | +5.2% |
| 6M | +4.8% | +11.4% | -6.6% | -0.1% |
| YTD | +31.0% | +5.5% | +25.4% | +26.5% |
| 1Y | +23.4% | +3.7% | +19.7% | +19.8% |
| 3Y | +28.4% | +73.4% | -45.1% | -1.8% |
| 5Y | +15.2% | +78.3% | -63.1% | -15.3% |
| 10Y | +190.7% | +328.4% | -137.7% | +45.3% |
| All | +190.7% | +334.0% | -143.3% | +45.3% |
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