+2,885.9%
ALB vs TROW
+6,209.7%
-3,323.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.6% |
| 30D | +6.3% | -4.5% | +10.8% | +8.2% |
| 3M | -23.6% | +3.9% | -27.4% | -25.3% |
| 6M | -24.6% | +22.6% | -47.2% | -31.3% |
| YTD | -10.3% | +10.1% | -20.4% | -14.7% |
| 1Y | +61.5% | +3.6% | +57.9% | +57.4% |
| 3Y | -34.0% | +12.4% | -46.4% | -36.9% |
| 5Y | -44.6% | -37.5% | -7.1% | -33.4% |
| 10Y | +76.1% | +130.0% | -53.9% | +31.1% |
| All | +2,885.9% | +6,209.7% | -3,323.8% | +1,106.3% |
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