+61.6%
AG vs TROW
+130.0%
-68.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.5% |
| 7D | -6.7% | -3.2% | -3.5% | -5.7% |
| 30D | +2.2% | -4.6% | +6.8% | +3.9% |
| 3M | +15.7% | -0.7% | +16.3% | +16.1% |
| 6M | -23.8% | +22.2% | -46.0% | -28.5% |
| YTD | +17.6% | +6.6% | +11.0% | +15.1% |
| 1Y | +88.6% | +5.8% | +82.8% | +85.1% |
| 3Y | +253.4% | +11.6% | +241.8% | +238.0% |
| 5Y | +62.4% | -38.9% | +101.4% | +74.3% |
| All | +61.6% | +130.0% | -68.4% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling