+268.9%
AMAT vs TROW
-36.6%
+305.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | +7.0% | +0.4% | +6.6% | +6.6% |
| 30D | -12.2% | -4.0% | -8.2% | -9.6% |
| 3M | -3.8% | +5.0% | -8.8% | -8.2% |
| 6M | +45.9% | +24.3% | +21.6% | +22.7% |
| YTD | +84.6% | +9.8% | +74.9% | +69.6% |
| 1Y | +193.4% | +6.4% | +186.9% | +174.6% |
| 3Y | +228.1% | +15.8% | +212.3% | +180.7% |
| 5Y | +268.9% | -37.3% | +306.2% | +395.0% |
| All | +268.9% | -36.6% | +305.6% | +395.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling