+80.2%
ALB vs TROW
+132.8%
-52.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -7.6% | -3.0% | -4.6% | -5.5% |
| 30D | -5.6% | -5.5% | -0.2% | -1.9% |
| 3M | -16.8% | +2.3% | -19.1% | -19.3% |
| 6M | -26.3% | +23.9% | -50.2% | -37.8% |
| YTD | -13.2% | +7.9% | -21.1% | -19.7% |
| 1Y | +68.8% | +6.1% | +62.7% | +57.7% |
| 3Y | -30.7% | +13.8% | -44.5% | -38.0% |
| 5Y | -46.3% | -38.2% | -8.1% | -29.1% |
| All | +80.2% | +132.8% | -52.6% | +42.2% |
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