-3.8%
AS vs TROW
+9.6%
-13.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -1.8% |
| 7D | -3.6% | -0.5% | -3.2% | -3.4% |
| 30D | +3.4% | +6.7% | -3.3% | +0.6% |
| 3M | -8.6% | -1.7% | -6.9% | -8.0% |
| 6M | -10.0% | +7.8% | -17.9% | -13.5% |
| YTD | -19.2% | +9.9% | -29.1% | -24.2% |
| 1Y | -3.8% | +8.7% | -12.5% | -9.9% |
| All | -3.8% | +9.6% | -13.4% | -9.9% |
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 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