-21.9%
AS vs TROW
+0.2%
-22.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -4.9% | -1.3% | -3.6% | -4.3% |
| 30D | -19.6% | -4.5% | -15.1% | -17.9% |
| 3M | -14.4% | +3.9% | -18.2% | -16.3% |
| 6M | -20.1% | +22.6% | -42.7% | -28.0% |
| YTD | -20.9% | +10.1% | -31.1% | -26.5% |
| 1Y | -21.9% | +3.6% | -25.4% | -22.3% |
| All | -21.9% | +0.2% | -22.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling