+1,046.0%
APH vs TROW
+133.2%
+912.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +1.6% | -1.5% | +3.1% | +2.4% |
| 30D | -3.0% | -5.3% | +2.3% | -0.4% |
| 3M | +5.7% | +2.9% | +2.8% | +3.3% |
| 6M | +20.0% | +22.2% | -2.2% | +7.1% |
| YTD | +20.8% | +8.1% | +12.7% | +14.7% |
| 1Y | +40.2% | +5.8% | +34.4% | +34.1% |
| 3Y | +288.1% | +14.0% | +274.1% | +251.3% |
| 5Y | +352.5% | -38.3% | +390.8% | +442.4% |
| All | +1,046.0% | +133.2% | +912.8% | +710.3% |
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