+5.8%
TROW vs ABCL
+164.4%
-158.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -1.5% | -2.7% | +1.2% | -1.3% |
| 30D | -5.3% | +18.3% | -23.6% | -6.8% |
| 3M | +2.9% | +108.5% | -105.5% | -4.6% |
| 6M | +22.2% | +213.9% | -191.7% | +7.8% |
| YTD | +8.1% | +223.1% | -215.0% | -5.2% |
| 1Y | +5.8% | +160.6% | -154.8% | -4.0% |
| All | +5.8% | +164.4% | -158.5% | -4.0% |
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