-18.0%
AMT vs TROW
-36.8%
+18.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +5.8% | +6.7% | -1.0% | +3.8% |
| 3M | +12.6% | -1.7% | +14.2% | +13.0% |
| 6M | +8.3% | +7.8% | +0.5% | +5.6% |
| YTD | +11.4% | +9.9% | +1.5% | +7.6% |
| 1Y | +7.7% | +8.7% | -1.0% | +4.3% |
| 3Y | +14.8% | +35.2% | -20.4% | -0.9% |
| 5Y | -18.0% | -37.5% | +19.5% | -4.8% |
| All | -18.0% | -36.8% | +18.9% | -4.8% |
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