+174.6%
ARM vs TROW
+15.4%
+159.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +5.0% |
| 7D | -15.2% | +4.3% | -19.6% | -18.9% |
| 30D | -40.7% | +4.2% | -44.9% | -43.2% |
| 3M | -39.1% | -3.4% | -35.7% | -37.1% |
| 6M | -26.4% | +4.7% | -31.1% | -31.1% |
| YTD | +59.7% | +10.1% | +49.6% | +40.4% |
| 1Y | +10.3% | +11.7% | -1.4% | -5.2% |
| 3Y | +228.9% | +32.5% | +196.3% | +132.2% |
| All | +174.6% | +15.4% | +159.2% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling