-16.2%
BA vs RJF
+76.6%
-92.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -1.1% | +3.6% | -4.7% | -2.5% |
| 30D | -7.1% | +7.2% | -14.4% | -9.7% |
| 3M | -25.5% | -6.5% | -19.0% | -23.6% |
| 6M | -28.7% | +10.3% | -39.0% | -31.5% |
| YTD | -21.0% | +6.5% | -27.5% | -23.7% |
| 1Y | -11.9% | +6.1% | -18.0% | -14.8% |
| 3Y | -16.2% | +74.9% | -91.0% | -32.0% |
| All | -16.2% | +76.6% | -92.8% | -32.0% |
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