+400.4%
ALAB vs TROW
+7.1%
+393.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +10.7% |
| 7D | +7.2% | -1.3% | +8.5% | +8.5% |
| 30D | -2.5% | -4.5% | +2.0% | +1.5% |
| 3M | -13.3% | +3.9% | -17.2% | -17.8% |
| 6M | +172.8% | +22.6% | +150.3% | +119.4% |
| YTD | +86.6% | +10.1% | +76.5% | +64.2% |
| 1Y | +65.2% | +3.6% | +61.6% | +54.2% |
| All | +400.4% | +7.1% | +393.4% | +302.3% |
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 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