+378.5%
APP vs RJF
+120.1%
+258.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.0% |
| 7D | +0.1% | +1.8% | -1.7% | -1.2% |
| 30D | -10.0% | 0.0% | -10.0% | -10.3% |
| 3M | -44.6% | +18.0% | -62.6% | -50.6% |
| 6M | -37.9% | +17.0% | -54.8% | -44.7% |
| YTD | -53.7% | +11.1% | -64.8% | -57.7% |
| 1Y | -43.0% | +8.0% | -50.9% | -47.2% |
| 3Y | +640.8% | +73.3% | +567.5% | +391.3% |
| 5Y | +358.8% | +107.4% | +251.4% | +179.3% |
| All | +378.5% | +120.1% | +258.5% | +195.5% |
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