+5,927.3%
APD vs RJF
+49,848.3%
-43,921.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +2.1% | -1.3% | +3.3% | +2.4% |
| 3M | +7.2% | +18.9% | -11.7% | +1.7% |
| 6M | +11.2% | +15.0% | -3.8% | +6.2% |
| YTD | +24.4% | +12.2% | +12.2% | +19.2% |
| 1Y | +6.7% | +5.6% | +1.0% | +3.9% |
| 3Y | +9.2% | +74.9% | -65.6% | -9.8% |
| 5Y | +27.4% | +106.6% | -79.3% | -1.5% |
| 10Y | +164.8% | +433.1% | -268.2% | +50.0% |
| All | +5,927.3% | +49,848.3% | -43,921.0% | +959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling