-44.0%
ACHR vs TROW
-10.2%
-33.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.4% |
| 7D | -2.3% | -3.2% | +0.9% | +0.6% |
| 30D | -11.3% | -4.6% | -6.7% | -7.4% |
| 3M | +5.3% | -0.7% | +5.9% | +5.3% |
| 6M | -13.2% | +22.2% | -35.4% | -27.7% |
| YTD | -25.8% | +6.6% | -32.4% | -30.0% |
| 1Y | -34.3% | +5.8% | -40.1% | -36.9% |
| 3Y | -19.9% | +11.6% | -31.5% | -24.7% |
| 5Y | -42.7% | -38.9% | -3.7% | -29.4% |
| All | -44.0% | -10.2% | -33.9% | -37.3% |
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 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