+358.7%
ALAB vs TROW
+4.9%
+353.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.2% |
| 7D | +0.6% | -3.0% | +3.6% | +3.3% |
| 30D | -8.8% | -5.5% | -3.4% | -4.1% |
| 3M | -14.0% | +2.3% | -16.3% | -17.4% |
| 6M | +144.3% | +23.9% | +120.4% | +93.9% |
| YTD | +71.0% | +7.9% | +63.1% | +53.3% |
| 1Y | +23.5% | +6.1% | +17.4% | +12.2% |
| All | +358.7% | +4.9% | +353.8% | +275.7% |
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 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