+94.8%
AUR vs RJF
+69.0%
+25.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | -2.7% | +4.1% | +4.2% |
| 30D | -6.4% | -4.3% | -2.1% | -2.2% |
| 3M | +7.7% | +15.7% | -8.0% | -8.0% |
| 6M | +44.5% | +17.8% | +26.7% | +21.2% |
| YTD | +67.4% | +9.2% | +58.3% | +50.1% |
| 1Y | +15.4% | +2.8% | +12.7% | +10.4% |
| 3Y | +94.8% | +69.5% | +25.4% | +5.1% |
| All | +94.8% | +69.0% | +25.8% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling