+1,321.9%
AMAT vs TROW
+122.3%
+1,199.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.2% |
| 7D | +11.4% | +0.5% | +10.9% | +11.1% |
| 30D | -17.0% | +9.3% | -26.4% | -22.6% |
| 3M | -30.6% | -0.9% | -29.7% | -30.1% |
| 6M | -14.9% | +8.3% | -23.3% | -20.7% |
| YTD | +44.7% | +10.6% | +34.0% | +32.1% |
| 1Y | +66.9% | +10.5% | +56.3% | +51.9% |
| 3Y | +153.3% | +36.5% | +116.8% | +91.6% |
| 5Y | +146.2% | -37.1% | +183.3% | +234.8% |
| All | +1,321.9% | +122.3% | +1,199.6% | +801.5% |
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