-29.9%
BABA vs TROW
-36.6%
+6.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -12.3% | -4.0% | -8.2% | -10.6% |
| 3M | -5.3% | +5.0% | -10.3% | -8.3% |
| 6M | -13.1% | +24.3% | -37.4% | -22.6% |
| YTD | -22.4% | +9.8% | -32.2% | -26.7% |
| 1Y | -19.5% | +6.4% | -25.9% | -23.0% |
| 3Y | +32.9% | +15.8% | +17.1% | +17.7% |
| 5Y | -29.9% | -37.3% | +7.4% | -22.5% |
| All | -29.9% | -36.6% | +6.8% | -22.5% |
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