+45.2%
ASML vs TROW
+9.6%
+35.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.4% |
| 7D | +10.4% | -0.5% | +10.8% | +10.6% |
| 30D | -12.7% | +6.7% | -19.5% | -15.1% |
| 3M | -17.2% | -1.7% | -15.5% | -16.4% |
| 6M | -1.3% | +7.8% | -9.1% | -6.9% |
| YTD | +40.8% | +9.9% | +30.9% | +29.8% |
| 1Y | +45.2% | +8.7% | +36.5% | +33.8% |
| All | +45.2% | +9.6% | +35.6% | +33.8% |
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 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