+2,660.6%
AVGO vs RJF
+326.9%
+2,333.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.1% |
| 7D | +18.2% | +3.6% | +14.6% | +16.3% |
| 30D | +0.2% | +7.2% | -7.0% | -3.1% |
| 3M | -16.8% | -6.5% | -10.3% | -14.5% |
| 6M | -16.5% | +10.3% | -26.8% | -21.2% |
| YTD | +0.8% | +6.5% | -5.7% | -3.9% |
| 1Y | +2.8% | +6.1% | -3.3% | -1.8% |
| 3Y | +278.5% | +74.9% | +203.7% | +181.4% |
| 5Y | +573.1% | +81.3% | +491.7% | +381.1% |
| All | +2,660.6% | +326.9% | +2,333.7% | +1,251.1% |
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 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