-10.1%
BA vs RJF
+67.6%
-77.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +1.1% | +3.6% | -2.5% | -0.3% |
| 30D | -7.9% | +3.5% | -11.5% | -9.2% |
| 3M | -25.3% | -8.9% | -16.4% | -22.6% |
| 6M | -24.6% | +2.9% | -27.5% | -25.5% |
| YTD | -20.1% | +2.8% | -23.0% | -21.7% |
| 1Y | -11.8% | +2.7% | -14.4% | -13.6% |
| 3Y | -10.1% | +69.3% | -79.4% | -26.4% |
| All | -10.1% | +67.6% | -77.7% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling