+875.9%
BAX vs RJF
+49,848.3%
-48,972.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.1% | -0.6% | -0.6% | -1.0% |
| 30D | -5.5% | -1.3% | -4.2% | -5.3% |
| 3M | +33.5% | +18.9% | +14.7% | +29.0% |
| 6M | +35.9% | +15.0% | +20.8% | +32.0% |
| YTD | +35.4% | +12.2% | +23.1% | +32.0% |
| 1Y | +9.8% | +5.6% | +4.1% | +8.2% |
| 3Y | -32.7% | +74.9% | -107.6% | -40.3% |
| 5Y | -65.6% | +106.6% | -172.2% | -70.7% |
| 10Y | -34.9% | +433.1% | -468.0% | -54.7% |
| All | +875.9% | +49,848.3% | -48,972.4% | +197.0% |
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