-26.4%
APP vs TROW
+9.7%
-36.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.3% | +3.5% |
| 7D | +4.6% | +0.5% | +4.1% | +4.3% |
| 30D | +56.0% | +9.3% | +46.7% | +44.4% |
| 3M | +30.8% | -0.9% | +31.8% | +30.2% |
| 6M | -9.8% | +8.3% | -18.1% | -14.1% |
| YTD | -39.3% | +10.6% | -49.9% | -45.9% |
| 1Y | -26.4% | +10.5% | -37.0% | -34.4% |
| All | -26.4% | +9.7% | -36.2% | -34.4% |
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