+315.5%
ARM vs TROW
+13.3%
+302.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +2.5% |
| 7D | +12.5% | -1.5% | +14.0% | +14.1% |
| 30D | -1.4% | -5.3% | +3.9% | +4.0% |
| 3M | -18.7% | +2.9% | -21.6% | -22.4% |
| 6M | +124.6% | +22.2% | +102.4% | +79.9% |
| YTD | +141.7% | +8.1% | +133.6% | +116.6% |
| 1Y | +87.7% | +5.8% | +81.9% | +71.6% |
| All | +315.5% | +13.3% | +302.2% | +236.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling