-4.6%
TROW vs ABCL
-79.6%
+74.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +4.4% | +2.3% | +2.1% | +4.1% |
| 30D | +5.5% | -0.7% | +6.1% | +5.2% |
| 3M | -1.3% | +33.4% | -34.7% | -5.9% |
| 6M | +7.9% | +137.8% | -129.9% | -6.5% |
| YTD | +12.6% | +264.3% | -251.7% | -8.9% |
| 1Y | +13.3% | +209.2% | -195.8% | -6.5% |
| 3Y | +38.6% | +208.4% | -169.8% | +7.6% |
| 5Y | -34.7% | -11.9% | -22.9% | -43.5% |
| All | -4.6% | -79.6% | +74.9% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling