-36.7%
TROW vs ABCL
-18.8%
-17.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.4% |
| 7D | +4.7% | +12.4% | -7.7% | +2.7% |
| 30D | +5.4% | -0.4% | +5.7% | +5.0% |
| 3M | -1.6% | +80.4% | -82.0% | -12.5% |
| 6M | +7.8% | +138.5% | -130.8% | -10.2% |
| YTD | +12.6% | +265.5% | -252.9% | -14.4% |
| 1Y | +13.6% | +219.7% | -206.1% | -11.7% |
| 3Y | +36.6% | +209.4% | -172.8% | -2.4% |
| 5Y | -36.7% | -15.0% | -21.7% | -43.8% |
| All | -36.7% | -18.8% | -17.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling