+262.1%
APH vs TROW
+31.0%
+231.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | +4.3% | -10.3% | -7.9% |
| 30D | -14.8% | +4.2% | -19.0% | -16.5% |
| 3M | -12.4% | -3.4% | -9.0% | -11.2% |
| 6M | +8.1% | +4.7% | +3.4% | +4.0% |
| YTD | +10.9% | +10.1% | +0.8% | +3.3% |
| 1Y | +8.8% | +11.7% | -2.9% | +0.3% |
| 3Y | +262.1% | +32.5% | +229.6% | +209.2% |
| All | +262.1% | +31.0% | +231.0% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling