+33.4%
AG vs TROW
+17.3%
+16.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.0% | +3.2% | +4.3% |
| 7D | -2.6% | +8.2% | -10.8% | -8.4% |
| 30D | -12.1% | +8.3% | -20.4% | -17.3% |
| 3M | -6.6% | -1.6% | -5.0% | -5.9% |
| 6M | -20.5% | +11.9% | -32.3% | -26.6% |
| YTD | -7.4% | +14.3% | -21.8% | -19.7% |
| 1Y | +33.4% | +17.0% | +16.4% | +14.5% |
| All | +33.4% | +17.3% | +16.1% | +14.5% |
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