+1,480.5%
BA vs RJF
+46,882.4%
-45,401.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -7.9% | +5.3% | -13.2% | -9.6% |
| 3M | -25.2% | -6.8% | -18.3% | -23.4% |
| 6M | -26.7% | +11.4% | -38.2% | -29.6% |
| YTD | -19.6% | +5.5% | -25.2% | -21.6% |
| 1Y | -10.6% | +3.7% | -14.3% | -12.4% |
| 3Y | -11.2% | +73.4% | -84.7% | -27.9% |
| 5Y | -20.4% | +78.3% | -98.8% | -36.2% |
| 10Y | +26.8% | +328.4% | -301.7% | -21.6% |
| All | +1,480.5% | +46,882.4% | -45,401.9% | +195.3% |
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 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