+109.5%
AS vs TROW
+10.3%
+99.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.2% |
| 7D | -4.9% | -3.2% | -1.8% | -2.9% |
| 30D | -15.0% | -4.6% | -10.4% | -12.4% |
| 3M | -21.2% | -0.7% | -20.5% | -21.4% |
| 6M | -16.0% | +22.2% | -38.2% | -27.2% |
| YTD | -24.8% | +6.6% | -31.5% | -29.1% |
| 1Y | -24.1% | +5.8% | -29.9% | -28.3% |
| All | +109.5% | +10.3% | +99.2% | +80.8% |
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