+282.2%
APH vs TROW
-38.9%
+321.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.6% |
| 3M | -12.4% | -3.4% | -9.0% | -11.3% |
| 6M | +8.1% | +4.7% | +3.4% | +4.4% |
| YTD | +10.9% | +10.1% | +0.8% | +4.2% |
| 1Y | +8.8% | +11.7% | -2.9% | +1.2% |
| 3Y | +262.1% | +32.5% | +229.6% | +205.3% |
| All | +282.2% | -38.9% | +321.1% | +339.2% |
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 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