-35.1%
AUR vs TROW
-39.3%
+4.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +3.0% |
| 7D | +1.4% | -3.2% | +4.6% | +5.3% |
| 30D | -6.4% | -4.6% | -1.8% | -1.2% |
| 3M | +7.7% | -0.7% | +8.4% | +7.0% |
| 6M | +44.5% | +22.2% | +22.3% | +12.4% |
| YTD | +67.4% | +6.6% | +60.8% | +52.4% |
| 1Y | +15.4% | +5.8% | +9.6% | +6.5% |
| 3Y | +94.8% | +11.6% | +83.2% | +74.1% |
| All | -35.1% | -39.3% | +4.2% | +6.9% |
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 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