+5,269.5%
AGI vs TROW
+1,302.4%
+3,967.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -5.3% | -3.0% | -2.3% | -4.9% |
| 30D | +6.8% | -5.5% | +12.2% | +7.6% |
| 3M | +8.3% | +2.3% | +6.0% | +8.0% |
| 6M | -29.2% | +23.9% | -53.1% | -31.3% |
| YTD | -7.3% | +7.9% | -15.1% | -8.4% |
| 1Y | +8.0% | +6.1% | +1.9% | +6.9% |
| 3Y | +206.6% | +13.8% | +192.7% | +198.0% |
| 5Y | +398.1% | -38.2% | +436.3% | +414.9% |
| 10Y | +384.0% | +131.3% | +252.7% | +313.5% |
| All | +5,269.5% | +1,302.4% | +3,967.1% | +5,145.7% |
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