+12,085.4%
ADP vs TROW
+14,418.2%
-2,332.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +11.6% | +6.7% | +4.9% | +9.4% |
| 3M | +15.1% | -1.7% | +16.7% | +15.4% |
| 6M | +46.0% | +7.8% | +38.2% | +42.4% |
| YTD | +22.4% | +9.9% | +12.5% | +18.4% |
| 1Y | +24.5% | +8.7% | +15.8% | +20.7% |
| 3Y | +44.8% | +35.2% | +9.6% | +30.2% |
| 5Y | +49.1% | -37.5% | +86.5% | +63.0% |
| 10Y | +320.9% | +123.7% | +197.2% | +226.4% |
| All | +12,085.4% | +14,418.2% | -2,332.7% | +4,024.2% |
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