+653.5%
APP vs RJF
+75.1%
+578.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -23.3% | -1.3% | -22.0% | -22.8% |
| 3M | -42.6% | +18.9% | -61.5% | -49.1% |
| 6M | -33.6% | +15.0% | -48.6% | -40.2% |
| YTD | -52.4% | +12.2% | -64.6% | -57.0% |
| 1Y | -35.9% | +5.6% | -41.5% | -39.6% |
| All | +653.5% | +75.1% | +578.4% | +367.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling