+1,906.3%
ADM vs TROW
+14,398.8%
-12,492.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +11.0% | -4.0% | +15.1% | +12.2% |
| 3M | +6.0% | +5.0% | +1.0% | +4.3% |
| 6M | +26.9% | +24.3% | +2.6% | +19.2% |
| YTD | +50.0% | +9.8% | +40.2% | +45.5% |
| 1Y | +39.6% | +6.4% | +33.1% | +36.3% |
| 3Y | +18.5% | +15.8% | +2.7% | +11.5% |
| 5Y | +62.6% | -37.3% | +99.8% | +75.1% |
| 10Y | +162.4% | +130.6% | +31.8% | +98.8% |
| All | +1,906.3% | +14,398.8% | -12,492.5% | +582.6% |
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