+197.1%
ABT vs TROW
+130.0%
+67.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -5.9% | -3.2% | -2.7% | -4.8% |
| 30D | -8.1% | -4.6% | -3.5% | -6.6% |
| 3M | +14.5% | -0.7% | +15.2% | +14.4% |
| 6M | -6.3% | +22.2% | -28.5% | -13.1% |
| YTD | -17.1% | +6.6% | -23.7% | -19.7% |
| 1Y | -21.4% | +5.8% | -27.2% | -23.8% |
| 3Y | +5.9% | +11.6% | -5.7% | -2.3% |
| 5Y | -12.8% | -38.9% | +26.2% | -0.2% |
| All | +197.1% | +130.0% | +67.1% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling