-24.2%
AR vs TROW
+141.2%
-165.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +14.8% | -4.5% | +19.3% | +17.4% |
| 3M | +6.2% | +3.9% | +2.4% | +3.0% |
| 6M | +4.3% | +22.6% | -18.3% | -7.9% |
| YTD | +14.4% | +10.1% | +4.2% | +5.9% |
| 1Y | +21.3% | +3.6% | +17.7% | +15.9% |
| 3Y | +39.8% | +12.4% | +27.4% | +24.7% |
| 5Y | +142.1% | -37.5% | +179.6% | +193.6% |
| 10Y | +52.0% | +130.0% | -77.9% | -17.5% |
| All | -24.2% | +141.2% | -165.4% | -57.6% |
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 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