+127.5%
TROW vs ACM
+131.7%
-4.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.7% |
| 7D | -3.0% | -5.9% | +2.9% | -0.1% |
| 30D | -5.5% | -6.2% | +0.8% | -3.0% |
| 3M | +2.3% | -7.9% | +10.2% | +5.1% |
| 6M | +23.9% | -30.6% | +54.5% | +46.1% |
| YTD | +7.9% | -33.3% | +41.2% | +28.7% |
| 1Y | +6.1% | -49.2% | +55.3% | +44.9% |
| 3Y | +13.8% | -23.5% | +37.3% | +23.7% |
| 5Y | -38.2% | +0.9% | -39.1% | -41.7% |
| All | +127.5% | +131.7% | -4.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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