+333.0%
APP vs RJF
+106.8%
+226.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | -23.3% | -1.3% | -22.0% | -22.8% |
| 3M | -42.6% | +18.9% | -61.5% | -49.4% |
| 6M | -33.6% | +15.0% | -48.6% | -40.5% |
| YTD | -52.4% | +12.2% | -64.6% | -57.1% |
| 1Y | -35.9% | +5.6% | -41.5% | -39.8% |
| 3Y | +642.2% | +74.9% | +567.3% | +373.7% |
| All | +333.0% | +106.8% | +226.2% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling