-55.4%
APP vs TROW
+17.3%
-72.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.0% | +4.7% | +5.7% |
| 7D | +4.5% | +8.2% | -3.7% | -1.6% |
| 30D | -3.6% | +8.3% | -11.9% | -9.4% |
| 3M | -35.3% | -1.6% | -33.7% | -34.4% |
| 6M | -42.8% | +11.9% | -54.7% | -46.6% |
| YTD | -59.7% | +14.3% | -74.0% | -64.6% |
| 1Y | -55.4% | +17.0% | -72.4% | -61.2% |
| All | -55.4% | +17.3% | -72.6% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling