+12,165.0%
ADP vs TROW
+14,513.4%
-2,348.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +10.6% | +9.3% | +1.2% | +7.7% |
| 3M | +12.9% | -0.9% | +13.8% | +13.0% |
| 6M | +50.6% | +8.3% | +42.3% | +46.7% |
| YTD | +23.2% | +10.6% | +12.6% | +18.9% |
| 1Y | +25.3% | +10.5% | +14.7% | +20.9% |
| 3Y | +47.1% | +36.5% | +10.6% | +31.9% |
| 5Y | +50.1% | -37.1% | +87.1% | +63.8% |
| 10Y | +323.6% | +125.2% | +198.5% | +227.9% |
| All | +12,165.0% | +14,513.4% | -2,348.4% | +4,043.6% |
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