+138.3%
ADI vs TROW
-39.3%
+177.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.0% | +5.6% |
| 7D | +4.6% | -3.2% | +7.7% | +6.6% |
| 30D | -1.2% | -4.6% | +3.4% | +1.6% |
| 3M | -7.8% | -0.7% | -7.2% | -8.3% |
| 6M | +19.3% | +22.2% | -2.9% | +4.1% |
| YTD | +40.9% | +6.6% | +34.3% | +33.0% |
| 1Y | +54.5% | +5.8% | +48.7% | +46.4% |
| 3Y | +123.4% | +11.6% | +111.8% | +101.3% |
| All | +138.3% | -39.3% | +177.6% | +189.8% |
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