+26.1%
APD vs RJF
+105.7%
-79.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.5% | +1.8% | -4.3% | -3.1% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +8.2% | +18.0% | -9.7% | +2.5% |
| 6M | +10.7% | +17.0% | -6.2% | +4.8% |
| YTD | +22.9% | +11.1% | +11.8% | +17.7% |
| 1Y | +5.8% | +8.0% | -2.2% | +2.1% |
| 3Y | +7.8% | +73.3% | -65.5% | -14.1% |
| 5Y | +26.1% | +107.4% | -81.3% | -6.8% |
| All | +26.1% | +105.7% | -79.6% | -6.8% |
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