-38.3%
TROW vs ACM
+2.7%
-41.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | +0.1% |
| 7D | -1.5% | -3.7% | +2.2% | +0.4% |
| 30D | -5.3% | -12.7% | +7.4% | +0.9% |
| 3M | +2.9% | -9.8% | +12.7% | +7.1% |
| 6M | +22.2% | -31.4% | +53.6% | +48.1% |
| YTD | +8.1% | -32.1% | +40.2% | +30.2% |
| 1Y | +5.8% | -47.8% | +53.6% | +49.2% |
| 3Y | +14.0% | -22.1% | +36.1% | +18.6% |
| 5Y | -38.3% | +1.8% | -40.1% | -47.0% |
| All | -38.3% | +2.7% | -41.0% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling