+433.0%
AME vs TROW
+130.0%
+303.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.8% |
| 7D | +1.7% | -3.2% | +4.9% | +3.4% |
| 30D | -6.4% | -4.6% | -1.8% | -4.3% |
| 3M | +7.1% | -0.7% | +7.7% | +6.8% |
| 6M | +8.2% | +22.2% | -14.0% | -2.9% |
| YTD | +18.2% | +6.6% | +11.5% | +13.0% |
| 1Y | +26.7% | +5.8% | +20.9% | +21.3% |
| 3Y | +60.7% | +11.6% | +49.1% | +45.7% |
| 5Y | +91.6% | -38.9% | +130.5% | +134.8% |
| All | +433.0% | +130.0% | +303.0% | +215.1% |
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