+31,416.6%
AVGO vs RJF
+1,435.6%
+29,981.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -14.4% | -1.3% | -13.2% | -14.1% |
| 3M | -14.4% | +18.9% | -33.3% | -21.9% |
| 6M | +13.1% | +15.0% | -1.9% | +4.6% |
| YTD | +3.8% | +12.2% | -8.4% | -3.4% |
| 1Y | +17.8% | +5.6% | +12.1% | +12.3% |
| 3Y | +325.3% | +74.9% | +250.4% | +213.7% |
| 5Y | +689.9% | +106.6% | +583.3% | +425.7% |
| 10Y | +2,597.0% | +433.1% | +2,163.9% | +933.2% |
| All | +31,416.6% | +1,435.6% | +29,981.0% | +7,258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling