+10,436.7%
ADP vs TROW
+14,398.8%
-3,962.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 6M | +20.3% | +24.3% | -4.0% | +12.7% |
| YTD | +5.8% | +9.8% | -3.9% | +2.6% |
| 1Y | -7.7% | +6.4% | -14.2% | -9.9% |
| 3Y | +14.7% | +15.8% | -1.1% | +7.9% |
| 5Y | +45.8% | -37.3% | +83.1% | +59.3% |
| 10Y | +270.5% | +130.6% | +139.9% | +185.3% |
| All | +10,436.7% | +14,398.8% | -3,962.1% | +3,473.3% |
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 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