+6,449.5%
ABT vs TROW
+14,176.2%
-7,726.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | -4.7% | -1.5% | -3.2% | -4.5% |
| 30D | -3.1% | -5.3% | +2.2% | -2.1% |
| 3M | +16.1% | +2.9% | +13.2% | +15.2% |
| 6M | -5.3% | +22.2% | -27.5% | -9.4% |
| YTD | -14.4% | +8.1% | -22.5% | -16.2% |
| 1Y | -18.4% | +5.8% | -24.2% | -19.8% |
| 3Y | +11.2% | +14.0% | -2.8% | +6.2% |
| 5Y | -9.4% | -38.3% | +28.9% | -3.6% |
| 10Y | +209.7% | +131.7% | +78.1% | +153.8% |
| All | +6,449.5% | +14,176.2% | -7,726.7% | +2,531.2% |
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