-4.8%
TROW vs ABCL
-80.4%
+75.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.3% |
| 7D | -1.7% | -2.7% | +1.0% | -1.4% |
| 30D | +6.4% | -5.4% | +11.9% | +6.8% |
| 3M | -1.5% | +22.4% | -23.9% | -5.0% |
| 6M | +8.3% | +127.6% | -119.4% | -5.7% |
| YTD | +12.4% | +249.4% | -237.0% | -8.6% |
| 1Y | +12.4% | +198.0% | -185.6% | -6.8% |
| 3Y | +38.3% | +195.8% | -157.5% | +7.9% |
| 5Y | -35.2% | -20.6% | -14.6% | -43.5% |
| All | -4.8% | -80.4% | +75.6% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling