-98.8%
AMC vs TROW
+122.3%
-221.0%
-99.8%
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 | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | +12.5% | +9.3% | +3.1% | +5.8% |
| 3M | +23.6% | -0.9% | +24.5% | +24.5% |
| 6M | +144.4% | +8.3% | +136.0% | +129.5% |
| YTD | +108.3% | +10.6% | +97.7% | +91.4% |
| 1Y | +38.9% | +10.5% | +28.3% | +27.7% |
| 3Y | -58.9% | +36.5% | -95.4% | -68.7% |
| 5Y | -99.2% | -37.1% | -62.1% | -98.9% |
| All | -98.8% | +122.3% | -221.0% | -99.2% |
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