+96.9%
AU vs RJF
+7.8%
+89.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.9% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | +23.9% | -1.3% | +25.1% | +24.2% |
| 3M | +19.1% | +18.9% | +0.2% | +13.0% |
| 6M | -0.2% | +15.0% | -15.2% | -4.8% |
| YTD | +32.5% | +12.2% | +20.2% | +25.0% |
| 1Y | +96.9% | +5.6% | +91.3% | +88.0% |
| All | +96.9% | +7.8% | +89.1% | +88.0% |
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