+440.3%
AXP vs TROW
+153.2%
+287.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.4% |
| 7D | -1.1% | +4.7% | -5.8% | -4.1% |
| 30D | +5.2% | +5.4% | -0.1% | +1.6% |
| 3M | -4.6% | -1.6% | -3.0% | -3.9% |
| 6M | +3.2% | +7.8% | -4.6% | -2.6% |
| YTD | -11.3% | +12.6% | -23.9% | -19.0% |
| 1Y | -11.0% | +13.6% | -24.6% | -19.2% |
| 3Y | +120.2% | +36.6% | +83.6% | +74.6% |
| 5Y | +91.7% | -36.7% | +128.5% | +145.2% |
| 10Y | +440.3% | +136.3% | +304.0% | +200.9% |
| All | +440.3% | +153.2% | +287.1% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling