-11.8%
AXP vs TROW
+10.4%
-22.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | +4.3% | -3.8% | -1.5% |
| 30D | +5.8% | +4.2% | +1.7% | +3.6% |
| 3M | -6.0% | -3.4% | -2.6% | -4.6% |
| 6M | +0.3% | +4.7% | -4.4% | -3.6% |
| YTD | -12.3% | +10.1% | -22.4% | -19.9% |
| All | -11.8% | +10.4% | -22.2% | -20.2% |
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