+275.2%
ADP vs TROW
+132.8%
+142.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -5.7% | -3.0% | -2.7% | -4.4% |
| 30D | -1.4% | -5.5% | +4.1% | +1.1% |
| 3M | +16.6% | +2.3% | +14.3% | +14.8% |
| 6M | +24.9% | +23.9% | +1.0% | +12.6% |
| YTD | +5.6% | +7.9% | -2.3% | +1.0% |
| 1Y | -6.0% | +6.1% | -12.2% | -9.6% |
| 3Y | +14.5% | +13.8% | +0.6% | +3.4% |
| 5Y | +47.9% | -38.2% | +86.1% | +74.6% |
| All | +275.2% | +132.8% | +142.4% | +159.7% |
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