-6.0%
ADP vs TROW
+6.0%
-12.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -5.7% | -3.0% | -2.7% | -5.0% |
| 30D | -1.4% | -5.5% | +4.1% | -0.1% |
| 3M | +16.6% | +2.3% | +14.3% | +14.8% |
| 6M | +24.9% | +23.9% | +1.0% | +14.8% |
| YTD | +5.6% | +7.9% | -2.3% | +2.4% |
| 1Y | -6.0% | +6.1% | -12.2% | -8.8% |
| All | -6.0% | +6.0% | -12.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling