+2,761.7%
AVGO vs RJF
+429.5%
+2,332.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +1.0% | -4.2% | +5.2% | +3.0% |
| 30D | -13.3% | -3.6% | -9.7% | -12.0% |
| 3M | -2.9% | +15.6% | -18.5% | -9.8% |
| 6M | +5.7% | +17.6% | -11.9% | -2.9% |
| YTD | +4.6% | +9.2% | -4.6% | -1.1% |
| 1Y | -1.6% | +5.5% | -7.2% | -5.9% |
| 3Y | +336.2% | +70.3% | +265.9% | +230.3% |
| 5Y | +695.6% | +106.0% | +589.6% | +442.3% |
| All | +2,761.7% | +429.5% | +2,332.3% | +1,324.3% |
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