+144.3%
AR vs RJF
+105.7%
+38.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.3% |
| 7D | -1.8% | +1.8% | -3.6% | -2.8% |
| 30D | +12.6% | 0.0% | +12.6% | +12.4% |
| 3M | +10.0% | +18.0% | -7.9% | -0.1% |
| 6M | +0.6% | +17.0% | -16.3% | -8.9% |
| YTD | +13.4% | +11.1% | +2.3% | +4.5% |
| 1Y | +21.7% | +8.0% | +13.7% | +13.8% |
| 3Y | +45.8% | +73.3% | -27.5% | -2.4% |
| 5Y | +144.3% | +107.4% | +36.8% | +26.8% |
| All | +144.3% | +105.7% | +38.5% | +26.8% |
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