+695.6%
AVGO vs RJF
+101.5%
+594.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +1.0% | -4.2% | +5.2% | +3.1% |
| 30D | -13.3% | -3.6% | -9.7% | -11.9% |
| 3M | -2.9% | +15.6% | -18.5% | -10.3% |
| 6M | +5.7% | +17.6% | -11.9% | -3.5% |
| YTD | +4.6% | +9.2% | -4.6% | -1.5% |
| 1Y | -1.6% | +5.5% | -7.2% | -6.2% |
| 3Y | +336.2% | +70.3% | +265.9% | +220.7% |
| 5Y | +695.6% | +106.0% | +589.6% | +429.2% |
| All | +695.6% | +101.5% | +594.1% | +429.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling