+119,301.1%
APH vs TROW
+11,257.0%
+108,044.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | +4.3% | -10.3% | -7.5% |
| 30D | -14.8% | +4.2% | -19.0% | -16.2% |
| 3M | -12.4% | -3.4% | -9.0% | -11.6% |
| 6M | +8.1% | +4.7% | +3.4% | +5.4% |
| YTD | +10.9% | +10.1% | +0.8% | +6.2% |
| 1Y | +8.8% | +11.7% | -2.9% | +3.4% |
| 3Y | +262.1% | +32.5% | +229.6% | +221.5% |
| 5Y | +283.1% | -38.5% | +321.7% | +338.2% |
| 10Y | +908.1% | +148.0% | +760.1% | +599.5% |
| All | +119,301.1% | +11,257.0% | +108,044.1% | +34,080.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling