+295.9%
APP vs TROW
-37.2%
+333.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +2.6% |
| 7D | +79.2% | +4.7% | +74.5% | +70.1% |
| 30D | +48.0% | +5.4% | +42.6% | +39.7% |
| 3M | +18.2% | -1.6% | +19.8% | +19.1% |
| 6M | -12.5% | +7.8% | -20.3% | -19.4% |
| YTD | -39.2% | +12.6% | -51.7% | -46.9% |
| 1Y | -33.9% | +13.6% | -47.5% | -42.9% |
| 3Y | +933.3% | +36.6% | +896.7% | +587.4% |
| 5Y | +295.9% | -36.7% | +332.6% | +527.9% |
| All | +295.9% | -37.2% | +333.0% | +527.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling