+93.5%
AMCR vs TROW
+197.8%
-104.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -6.3% | -3.2% | -3.1% | -5.4% |
| 30D | -7.8% | -4.6% | -3.2% | -6.5% |
| 3M | +7.5% | -0.7% | +8.2% | +7.7% |
| 6M | +2.7% | +22.2% | -19.5% | -3.0% |
| YTD | +6.0% | +6.6% | -0.6% | +3.7% |
| 1Y | +7.8% | +5.8% | +2.0% | +5.5% |
| 3Y | +5.8% | +11.6% | -5.8% | +0.6% |
| 5Y | -11.6% | -38.9% | +27.3% | -4.5% |
| 10Y | +14.6% | +128.5% | -113.9% | +8.7% |
| All | +93.5% | +197.8% | -104.3% | +85.9% |
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