+15.3%
ADP vs TROW
+14.6%
+0.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -1.2% | -4.0% | +2.8% | -0.1% |
| 3M | +17.9% | +5.0% | +12.8% | +15.7% |
| 6M | +20.3% | +24.3% | -4.0% | +11.9% |
| YTD | +5.8% | +9.8% | -3.9% | +2.2% |
| 1Y | -7.7% | +6.4% | -14.2% | -10.2% |
| All | +15.3% | +14.6% | +0.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling