-24.2%
AR vs RJF
+675.7%
-700.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | +0.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | +14.8% | -1.3% | +16.0% | +15.5% |
| 3M | +6.2% | +18.9% | -12.7% | -5.7% |
| 6M | +4.3% | +15.0% | -10.7% | -6.4% |
| YTD | +14.4% | +12.2% | +2.2% | +3.1% |
| 1Y | +21.3% | +5.6% | +15.7% | +13.5% |
| 3Y | +39.8% | +74.9% | -35.1% | -9.5% |
| 5Y | +142.1% | +106.6% | +35.4% | +36.6% |
| 10Y | +52.0% | +433.1% | -381.0% | -50.1% |
| All | -24.2% | +675.7% | -700.0% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling