+579.1%
AU vs TROW
+11.3%
+567.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -4.3% | -3.2% | -1.1% | -3.2% |
| 30D | +7.3% | -4.6% | +11.9% | +9.1% |
| 3M | +26.3% | -0.7% | +27.0% | +26.8% |
| 6M | +1.8% | +22.2% | -20.4% | -3.5% |
| YTD | +26.8% | +6.6% | +20.2% | +23.8% |
| 1Y | +66.7% | +5.8% | +60.9% | +62.9% |
| 3Y | +579.1% | +11.6% | +567.5% | +514.3% |
| All | +579.1% | +11.3% | +567.7% | +514.3% |
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