+892.4%
APP vs RJF
+67.6%
+824.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.6% |
| 7D | +71.2% | +3.6% | +67.7% | +66.5% |
| 30D | +39.1% | +3.5% | +35.5% | +35.3% |
| 3M | +16.5% | -8.9% | +25.4% | +22.8% |
| 6M | -16.6% | +2.9% | -19.4% | -19.4% |
| YTD | -41.9% | +2.8% | -44.8% | -44.8% |
| 1Y | -37.0% | +2.7% | -39.7% | -40.2% |
| 3Y | +892.4% | +69.3% | +823.1% | +494.1% |
| All | +892.4% | +67.6% | +824.9% | +494.1% |
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