+1,376.8%
BAC vs RJF
+49,848.3%
-48,471.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | -0.4% | -1.3% | +0.9% | +0.3% |
| 3M | +16.9% | +18.9% | -2.0% | +4.7% |
| 6M | +26.6% | +15.0% | +11.6% | +15.4% |
| YTD | +15.8% | +12.2% | +3.6% | +6.7% |
| 1Y | +27.2% | +5.6% | +21.5% | +21.4% |
| 3Y | +132.4% | +74.9% | +57.5% | +60.2% |
| 5Y | +72.6% | +106.6% | -34.1% | +5.5% |
| 10Y | +389.7% | +433.1% | -43.3% | +70.3% |
| All | +1,376.8% | +49,848.3% | -48,471.5% | +4.1% |
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 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