+17.8%
TROW vs ADVB
-89.4%
+107.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -1.5% |
| 7D | -1.5% | -13.0% | +11.5% | -1.5% |
| 30D | -5.3% | +7.5% | -12.8% | -5.4% |
| 3M | +2.9% | +129.1% | -126.2% | +1.3% |
| 6M | +22.2% | +71.7% | -49.5% | +20.0% |
| YTD | +8.1% | +45.5% | -37.5% | +6.7% |
| 1Y | +5.8% | -2.7% | +8.6% | +4.7% |
| All | +17.8% | -89.4% | +107.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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