+672.3%
AU vs RJF
+429.3%
+243.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -4.3% | -2.7% | -1.6% | -4.3% |
| 30D | +7.3% | -4.3% | +11.6% | +7.3% |
| 3M | +26.3% | +15.7% | +10.6% | +26.4% |
| 6M | +1.8% | +17.8% | -16.0% | +1.9% |
| YTD | +26.8% | +9.2% | +17.6% | +26.8% |
| 1Y | +66.7% | +2.8% | +63.9% | +66.4% |
| 3Y | +579.1% | +69.5% | +509.6% | +585.1% |
| 5Y | +689.3% | +105.9% | +583.4% | +712.2% |
| All | +672.3% | +429.3% | +243.0% | +745.7% |
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