-26.3%
APH vs RJF
+7.8%
-34.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | +1.2% | -49.9% | -48.9% |
| 30D | -51.9% | -1.3% | -50.7% | -51.8% |
| 3M | -43.6% | +18.9% | -62.4% | -46.4% |
| 6M | -37.5% | +15.0% | -52.6% | -40.5% |
| YTD | -38.6% | +12.2% | -50.9% | -41.8% |
| 1Y | -26.3% | +5.6% | -32.0% | -29.1% |
| All | -26.3% | +7.8% | -34.2% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling