+177.2%
APA vs TROW
-38.9%
+216.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.8% | -3.0% | +3.8% | +2.3% |
| 30D | +9.6% | -5.5% | +15.1% | +12.5% |
| 3M | +18.0% | +2.3% | +15.7% | +15.1% |
| 6M | +41.9% | +23.9% | +18.0% | +24.2% |
| YTD | +86.3% | +7.9% | +78.4% | +74.8% |
| 1Y | +97.9% | +6.1% | +91.7% | +87.0% |
| 3Y | +12.8% | +13.8% | -1.0% | +0.8% |
| 5Y | +177.2% | -38.2% | +215.4% | +336.5% |
| All | +177.2% | -38.9% | +216.1% | +336.5% |
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