+47.3%
AR vs TROW
+11.3%
+36.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -2.5% | -3.2% | +0.7% | -1.5% |
| 30D | +2.5% | -4.6% | +7.1% | +4.0% |
| 3M | +12.3% | -0.7% | +13.0% | +11.3% |
| 6M | -3.1% | +22.2% | -25.3% | -11.9% |
| YTD | +11.5% | +6.6% | +4.9% | +6.6% |
| 1Y | +17.0% | +5.8% | +11.2% | +12.1% |
| 3Y | +47.3% | +11.6% | +35.7% | +33.6% |
| All | +47.3% | +11.3% | +36.0% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling