+451.1%
AG vs TROW
+372.9%
+78.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.6% |
| 7D | -0.1% | -1.5% | +1.4% | +0.4% |
| 30D | +12.5% | -5.3% | +17.8% | +14.6% |
| 3M | +28.2% | +2.9% | +25.2% | +27.1% |
| 6M | -18.8% | +22.2% | -41.0% | -24.0% |
| YTD | +27.4% | +8.1% | +19.3% | +24.1% |
| 1Y | +132.2% | +5.8% | +126.4% | +127.8% |
| 3Y | +286.9% | +14.0% | +272.8% | +267.5% |
| 5Y | +72.8% | -38.3% | +111.0% | +93.9% |
| 10Y | +74.6% | +131.7% | -57.1% | +22.0% |
| All | +451.1% | +372.9% | +78.2% | +127.1% |
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