+4.6%
ABNB vs TROW
-38.6%
+43.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -9.5% | -3.0% | -6.5% | -7.5% |
| 30D | -9.4% | -5.5% | -3.9% | -5.7% |
| 3M | +29.9% | +2.3% | +27.6% | +27.2% |
| 6M | +26.6% | +23.9% | +2.7% | +7.7% |
| YTD | +23.5% | +7.9% | +15.6% | +15.3% |
| 1Y | +35.8% | +6.1% | +29.7% | +27.9% |
| 3Y | +15.0% | +13.8% | +1.2% | +0.3% |
| All | +4.6% | -38.6% | +43.2% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling