-0.9%
BA vs RJF
+106.8%
-107.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -11.6% | -1.3% | -10.4% | -11.1% |
| 3M | -2.4% | +18.9% | -21.3% | -10.9% |
| 6M | -6.6% | +15.0% | -21.7% | -13.6% |
| YTD | -2.2% | +12.2% | -14.5% | -9.0% |
| 1Y | -8.0% | +5.6% | -13.6% | -11.9% |
| 3Y | -5.0% | +74.9% | -79.9% | -34.4% |
| All | -0.9% | +106.8% | -107.7% | -42.1% |
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