+63.3%
ADM vs TROW
-39.3%
+102.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +2.5% | -3.2% | +5.7% | +3.2% |
| 30D | +9.5% | -4.6% | +14.1% | +10.6% |
| 3M | +10.6% | -0.7% | +11.3% | +10.4% |
| 6M | +24.0% | +22.2% | +1.8% | +17.7% |
| YTD | +54.0% | +6.6% | +47.3% | +50.7% |
| 1Y | +45.3% | +5.8% | +39.5% | +42.4% |
| 3Y | +21.8% | +11.6% | +10.1% | +15.9% |
| All | +63.3% | -39.3% | +102.7% | +76.3% |
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 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