-15.4%
APP vs TROW
+7.7%
-23.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.5% |
| 7D | +48.9% | -1.7% | +50.6% | +49.6% |
| 30D | +49.4% | +6.4% | +43.0% | +39.3% |
| 3M | +27.0% | -1.5% | +28.5% | +27.6% |
| 6M | -15.4% | +8.3% | -23.7% | -12.7% |
| All | -15.4% | +7.7% | -23.1% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling