-0.3%
BA vs TROW
-36.6%
+36.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -10.1% | -4.0% | -6.1% | -8.3% |
| 3M | -2.4% | +5.0% | -7.4% | -4.9% |
| 6M | -8.8% | +24.3% | -33.1% | -18.2% |
| YTD | -2.9% | +9.8% | -12.7% | -8.1% |
| 1Y | -8.8% | +6.4% | -15.2% | -12.3% |
| 3Y | -0.3% | +15.8% | -16.1% | -10.9% |
| 5Y | -0.3% | -37.3% | +37.0% | +22.7% |
| All | -0.3% | -36.6% | +36.3% | +22.7% |
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