-27.6%
AR vs RJF
+634.0%
-661.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +2.3% |
| 7D | -5.8% | +4.0% | -9.7% | -8.2% |
| 30D | +4.8% | +6.1% | -1.3% | +0.4% |
| 3M | +1.5% | -5.8% | +7.3% | +4.5% |
| 6M | +4.7% | +9.7% | -5.0% | -3.0% |
| YTD | +9.2% | +6.2% | +3.0% | +1.3% |
| 1Y | +11.2% | +5.3% | +5.9% | +3.7% |
| 3Y | +46.2% | +74.4% | -28.2% | -5.9% |
| 5Y | +98.1% | +81.6% | +16.5% | +20.8% |
| 10Y | +54.5% | +333.6% | -279.0% | -44.6% |
| All | -27.6% | +634.0% | -661.6% | -78.5% |
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 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