-99.0%
AMC vs TROW
+128.2%
-227.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -2.8% |
| 7D | -6.8% | -1.5% | -5.3% | -5.8% |
| 30D | +1.7% | -5.3% | +7.0% | +5.8% |
| 3M | +26.8% | +2.9% | +23.9% | +23.5% |
| 6M | +117.7% | +22.2% | +95.5% | +87.8% |
| YTD | +57.7% | +8.1% | +49.6% | +47.4% |
| 1Y | -12.5% | +5.8% | -18.3% | -17.2% |
| 3Y | -65.7% | +14.0% | -79.8% | -69.9% |
| 5Y | -99.5% | -38.3% | -61.2% | -99.3% |
| 10Y | -99.0% | +131.7% | -230.6% | -99.3% |
| All | -99.0% | +128.2% | -227.1% | -99.3% |
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 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