+1,460.9%
BA vs RJF
+47,070.7%
-45,609.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.6% |
| 7D | -1.7% | +3.4% | -5.1% | -2.9% |
| 30D | -9.5% | +5.9% | -15.4% | -11.3% |
| 3M | -26.5% | -4.6% | -21.8% | -25.4% |
| 6M | -27.4% | +9.5% | -36.9% | -29.8% |
| YTD | -20.6% | +6.0% | -26.6% | -22.7% |
| 1Y | -11.4% | +4.3% | -15.8% | -13.4% |
| 3Y | -10.8% | +76.6% | -87.4% | -28.0% |
| 5Y | -21.9% | +80.6% | -102.5% | -37.6% |
| 10Y | +28.1% | +346.5% | -318.3% | -21.7% |
| All | +1,460.9% | +47,070.7% | -45,609.8% | +191.3% |
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