+65.7%
AMGN vs TROW
+17.3%
+48.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.0% | -2.2% | +2.7% |
| 7D | +5.9% | +8.2% | -2.3% | +4.5% |
| 30D | +18.7% | +8.3% | +10.4% | +17.1% |
| 3M | +23.4% | -1.6% | +25.0% | +23.2% |
| 6M | +49.7% | +11.9% | +37.8% | +48.2% |
| YTD | +49.2% | +14.3% | +34.8% | +44.3% |
| 1Y | +65.7% | +17.0% | +48.7% | +59.1% |
| All | +65.7% | +17.3% | +48.4% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling