+391.7%
APP vs TROW
-20.9%
+412.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +3.2% |
| 7D | +0.9% | -1.3% | +2.2% | +2.1% |
| 30D | -23.3% | -4.5% | -18.8% | -19.7% |
| 3M | -42.6% | +3.9% | -46.5% | -44.5% |
| 6M | -33.6% | +22.6% | -56.2% | -45.5% |
| YTD | -52.4% | +10.1% | -62.6% | -57.0% |
| 1Y | -35.9% | +3.6% | -39.5% | -38.9% |
| 3Y | +642.2% | +12.4% | +629.8% | +528.2% |
| 5Y | +311.1% | -37.5% | +348.6% | +418.5% |
| All | +391.7% | -20.9% | +412.6% | +495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling