+123.4%
AS vs TROW
+14.4%
+109.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | -4.9% | +0.5% | -5.3% | -5.1% |
| 30D | +3.9% | +9.3% | -5.5% | -1.9% |
| 3M | -9.6% | -0.9% | -8.7% | -9.2% |
| 6M | -8.7% | +8.3% | -17.0% | -14.2% |
| YTD | -19.8% | +10.6% | -30.5% | -26.3% |
| 1Y | -1.5% | +10.5% | -12.1% | -9.8% |
| All | +123.4% | +14.4% | +109.0% | +88.0% |
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