+887.9%
APP vs RJF
+76.6%
+811.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.4% |
| 7D | +4.6% | +3.6% | +1.0% | +2.3% |
| 30D | +56.0% | +7.2% | +48.8% | +48.6% |
| 3M | +30.8% | -6.5% | +37.3% | +35.9% |
| 6M | -9.8% | +10.3% | -20.1% | -16.5% |
| YTD | -39.3% | +6.5% | -45.8% | -43.5% |
| 1Y | -26.4% | +6.1% | -32.6% | -31.4% |
| 3Y | +887.9% | +74.9% | +813.0% | +510.4% |
| All | +887.9% | +76.6% | +811.3% | +510.4% |
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