+305.8%
AA vs TROW
+14,398.8%
-14,093.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | +1.7% | +0.4% | +1.2% | +1.5% |
| 30D | +3.3% | -4.0% | +7.4% | +5.3% |
| 3M | -29.4% | +5.0% | -34.4% | -31.2% |
| 6M | -12.8% | +24.3% | -37.1% | -21.5% |
| YTD | -2.1% | +9.8% | -11.9% | -6.9% |
| 1Y | +62.8% | +6.4% | +56.3% | +57.1% |
| 3Y | +90.5% | +15.8% | +74.7% | +80.0% |
| 5Y | +19.1% | -37.3% | +56.3% | +45.2% |
| 10Y | +124.8% | +130.6% | -5.8% | +65.6% |
| All | +305.8% | +14,398.8% | -14,093.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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