+1,102.1%
BAC vs TROW
+14,513.4%
-13,411.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.6% |
| 7D | +3.2% | +0.5% | +2.8% | +2.9% |
| 30D | -0.7% | +9.3% | -10.1% | -5.7% |
| 3M | -20.0% | -0.9% | -19.1% | -19.7% |
| 6M | +3.4% | +8.3% | -4.9% | -1.9% |
| YTD | -5.7% | +10.6% | -16.4% | -12.2% |
| 1Y | -1.4% | +10.5% | -12.0% | -8.3% |
| 3Y | +97.9% | +36.5% | +61.4% | +61.1% |
| 5Y | +22.9% | -37.1% | +60.0% | +48.7% |
| 10Y | +235.3% | +125.2% | +110.1% | +96.2% |
| All | +1,102.1% | +14,513.4% | -13,411.3% | +125.0% |
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