+100.6%
AMT vs TROW
+132.8%
-32.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.7% | -3.0% | +0.3% | -1.8% |
| 30D | +2.0% | -5.5% | +7.5% | +3.8% |
| 3M | -9.3% | +2.3% | -11.5% | -10.3% |
| 6M | -5.2% | +23.9% | -29.2% | -11.8% |
| YTD | +0.5% | +7.9% | -7.4% | -2.7% |
| 1Y | -7.3% | +6.1% | -13.4% | -10.0% |
| 3Y | +6.2% | +13.8% | -7.6% | -2.0% |
| 5Y | -31.2% | -38.2% | +7.0% | -23.8% |
| All | +100.6% | +132.8% | -32.2% | +83.4% |
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