+6,610.0%
AXP vs TROW
+14,446.5%
-7,836.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | -6.5% | -4.5% | -2.0% | -4.4% |
| 3M | +4.6% | +3.9% | +0.8% | +2.2% |
| 6M | +5.4% | +22.6% | -17.1% | -5.2% |
| YTD | -11.1% | +10.1% | -21.2% | -15.9% |
| 1Y | -0.3% | +3.6% | -3.9% | -2.8% |
| 3Y | +111.6% | +12.4% | +99.2% | +96.8% |
| 5Y | +117.6% | -37.5% | +155.1% | +162.4% |
| 10Y | +474.1% | +130.0% | +344.2% | +266.4% |
| All | +6,610.0% | +14,446.5% | -7,836.5% | +1,071.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling