+3.6%
TROW vs ABCL
+186.8%
-183.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -4.5% | +93.1% | -97.6% | -10.5% |
| 3M | +3.9% | +79.4% | -75.6% | -2.2% |
| 6M | +22.6% | +214.9% | -192.3% | +8.3% |
| YTD | +10.1% | +234.2% | -224.1% | -3.5% |
| 1Y | +3.6% | +174.8% | -171.2% | -6.9% |
| All | +3.6% | +186.8% | -183.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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