+527.5%
APP vs TROW
-20.6%
+548.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.3% | +3.3% |
| 7D | +4.6% | +0.5% | +4.1% | +4.2% |
| 30D | +56.0% | +9.3% | +46.7% | +42.7% |
| 3M | +30.8% | -0.9% | +31.8% | +30.8% |
| 6M | -9.8% | +8.3% | -18.1% | -16.9% |
| YTD | -39.3% | +10.6% | -49.9% | -45.7% |
| 1Y | -26.4% | +10.5% | -37.0% | -34.2% |
| 3Y | +887.9% | +36.5% | +851.4% | +578.4% |
| 5Y | +264.1% | -37.1% | +301.2% | +360.4% |
| All | +527.5% | -20.6% | +548.0% | +650.6% |
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