+134.9%
AS vs TROW
+13.9%
+121.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +6.9% | +4.3% | +2.6% | +4.1% |
| 30D | +16.0% | +4.2% | +11.8% | +12.8% |
| 3M | -12.8% | -3.4% | -9.5% | -11.0% |
| 6M | -15.4% | +4.7% | -20.0% | -18.7% |
| YTD | -15.7% | +10.1% | -25.9% | -22.3% |
| 1Y | +6.1% | +11.7% | -5.6% | -3.6% |
| All | +134.9% | +13.9% | +121.0% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling