+85.5%
AME vs TROW
-38.9%
+124.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +1.1% |
| 30D | -8.6% | -5.5% | -3.2% | -6.8% |
| 3M | +5.8% | +2.3% | +3.5% | +4.4% |
| 6M | +3.8% | +23.9% | -20.1% | -4.6% |
| YTD | +14.4% | +7.9% | +6.5% | +10.3% |
| 1Y | +25.8% | +6.1% | +19.6% | +21.7% |
| 3Y | +55.2% | +13.8% | +41.4% | +43.7% |
| 5Y | +85.5% | -38.2% | +123.7% | +108.1% |
| All | +85.5% | -38.9% | +124.4% | +108.1% |
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 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