+883.7%
BAH vs RJF
+1,037.9%
-154.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | +2.0% | -1.3% | +3.3% | +2.3% |
| 3M | -7.6% | +18.9% | -26.5% | -12.3% |
| 6M | -5.7% | +15.0% | -20.7% | -9.8% |
| YTD | -11.7% | +12.2% | -23.9% | -15.1% |
| 1Y | -27.4% | +5.6% | -33.0% | -28.9% |
| 3Y | -32.5% | +74.9% | -107.4% | -44.3% |
| 5Y | -3.3% | +106.6% | -110.0% | -26.0% |
| 10Y | +186.0% | +433.1% | -247.1% | +49.2% |
| All | +883.7% | +1,037.9% | -154.2% | +284.8% |
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