+853.3%
APO vs RJF
+326.9%
+526.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +5.8% | +3.6% | +2.2% | +3.1% |
| 30D | +8.9% | +7.2% | +1.6% | +3.7% |
| 3M | -13.6% | -6.5% | -7.1% | -9.1% |
| 6M | -5.4% | +10.3% | -15.7% | -12.1% |
| YTD | -13.6% | +6.5% | -20.1% | -17.7% |
| 1Y | -2.5% | +6.1% | -8.6% | -6.9% |
| 3Y | +50.9% | +74.9% | -24.0% | +2.1% |
| 5Y | +81.4% | +81.3% | +0.1% | +18.5% |
| All | +853.3% | +326.9% | +526.4% | +234.5% |
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 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