+2,119.0%
ALB vs TROW
+6,238.7%
-4,119.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.7% |
| 7D | -5.8% | +0.5% | -6.2% | -6.0% |
| 30D | -4.5% | +9.3% | -13.9% | -8.2% |
| 3M | -28.1% | -0.9% | -27.2% | -28.0% |
| 6M | -53.2% | +8.3% | -61.5% | -55.1% |
| YTD | -33.3% | +10.6% | -44.0% | -36.8% |
| 1Y | -17.4% | +10.5% | -28.0% | -21.9% |
| 3Y | -14.1% | +36.5% | -50.7% | -24.3% |
| 5Y | -64.0% | -37.1% | -27.0% | -57.0% |
| 10Y | +32.8% | +125.2% | -92.4% | -0.5% |
| All | +2,119.0% | +6,238.7% | -4,119.7% | +793.1% |
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