+10.5%
TROW vs ADVB
-72.7%
+83.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.2% | +0.5% |
| 7D | +0.5% | +27.8% | -27.3% | +0.7% |
| 30D | +9.3% | -50.8% | +60.1% | +9.2% |
| 3M | -0.9% | -70.5% | +69.6% | -1.2% |
| 6M | +8.3% | -46.7% | +55.1% | +7.7% |
| YTD | +10.6% | -56.7% | +67.3% | +11.6% |
| 1Y | +10.5% | -71.8% | +82.3% | +13.5% |
| All | +10.5% | -72.7% | +83.2% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling