+54.3%
AR vs RJF
+326.9%
-272.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | +7.4% | +3.6% | +3.8% | +4.8% |
| 30D | +5.8% | +7.2% | -1.5% | +0.2% |
| 3M | +5.2% | -6.5% | +11.7% | +9.0% |
| 6M | +5.4% | +10.3% | -4.9% | -3.4% |
| YTD | +12.4% | +6.5% | +5.9% | +3.2% |
| 1Y | +12.8% | +6.1% | +6.7% | +3.9% |
| 3Y | +47.2% | +74.9% | -27.7% | -10.1% |
| 5Y | +101.1% | +81.3% | +19.8% | +15.0% |
| All | +54.3% | +326.9% | -272.6% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling