+367.9%
APP vs TROW
-22.4%
+390.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -0.8% |
| 7D | -4.4% | -1.5% | -2.9% | -3.1% |
| 30D | -10.0% | -5.3% | -4.7% | -5.3% |
| 3M | -41.4% | +2.9% | -44.4% | -42.8% |
| 6M | -41.0% | +22.2% | -63.2% | -51.5% |
| YTD | -54.7% | +8.1% | -62.8% | -58.3% |
| 1Y | -45.3% | +5.8% | -51.2% | -49.0% |
| 3Y | +624.3% | +14.0% | +610.2% | +502.4% |
| 5Y | +329.1% | -38.3% | +367.4% | +450.8% |
| All | +367.9% | -22.4% | +390.3% | +476.7% |
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