+36.5%
TROW vs ACM
-9.1%
+45.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +0.5% | +5.6% | -5.2% | -1.7% |
| 30D | +9.3% | +20.8% | -11.5% | +1.7% |
| 3M | -0.9% | +11.4% | -12.3% | -5.3% |
| 6M | +8.3% | +0.9% | +7.4% | +6.7% |
| YTD | +10.6% | -24.8% | +35.5% | +23.3% |
| 1Y | +10.5% | -46.4% | +57.0% | +48.8% |
| 3Y | +36.5% | -9.2% | +45.8% | +27.7% |
| All | +36.5% | -9.1% | +45.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling