+15.8%
TROW vs ABCL
+105.4%
-89.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -4.0% | +65.1% | -69.1% | -10.4% |
| 3M | +5.0% | +111.1% | -106.1% | -5.7% |
| 6M | +24.3% | +231.6% | -207.3% | +4.3% |
| YTD | +9.8% | +234.5% | -224.7% | -8.7% |
| 1Y | +6.4% | +174.3% | -167.9% | -10.5% |
| 3Y | +15.8% | +111.5% | -95.7% | -6.0% |
| All | +15.8% | +105.4% | -89.6% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling