Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AVTR vs RJF✓SelectedUSD · RJFAVTR vs RJF performance historyLatest closeAs of-2.43%09/09
Stock and ETF performance explorer

AVTR vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-64.5%
RJF return
+106.2%
Excess return
-170.6%
Maximum drawdown
-83.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-2.4%-0.6%-1.8%-2.2%
7D+1.6%-0.3%+1.8%+1.7%
30D+8.4%-2.0%+10.4%+9.2%
3M+50.2%+16.3%+33.8%+41.2%
6M+82.6%+16.9%+65.7%+71.1%
YTD+29.8%+10.4%+19.4%+24.0%
1Y+16.0%+7.4%+8.6%+11.6%
3Y-26.4%+72.2%-98.7%-41.1%
5Y-64.5%+105.1%-169.6%-73.3%
All-64.5%+106.2%-170.6%-73.3%

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 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