+355.9%
APH vs RJF
+106.8%
+249.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.6% |
| 7D | +5.0% | -0.6% | +5.6% | +5.2% |
| 30D | -3.9% | -1.3% | -2.6% | -3.4% |
| 3M | +13.0% | +18.9% | -5.9% | +3.2% |
| 6M | +25.2% | +15.0% | +10.1% | +15.9% |
| YTD | +22.9% | +12.2% | +10.7% | +14.5% |
| 1Y | +47.8% | +5.6% | +42.2% | +41.6% |
| 3Y | +283.0% | +74.9% | +208.2% | +182.4% |
| All | +355.9% | +106.8% | +249.1% | +200.5% |
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