+13.7%
AR vs RJF
+7.8%
+5.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.3% | -10.6% | -5.9% |
| 7D | -11.1% | +7.2% | -18.3% | -10.7% |
| 30D | +7.9% | +4.9% | +3.0% | +8.4% |
| 3M | +4.9% | -5.5% | +10.4% | +5.3% |
| 6M | -5.3% | +8.0% | -13.3% | -5.2% |
| YTD | +8.6% | +6.2% | +2.4% | +7.4% |
| 1Y | +13.7% | +7.8% | +5.9% | +10.6% |
| All | +13.7% | +7.8% | +5.9% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling