+6.1%
TROW vs ALC
-15.7%
+21.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.3% |
| 7D | -3.0% | -7.7% | +4.7% | -1.6% |
| 30D | -5.5% | -11.7% | +6.2% | -3.4% |
| 3M | +2.3% | +0.7% | +1.6% | +2.0% |
| 6M | +23.9% | -17.1% | +41.0% | +29.1% |
| YTD | +7.9% | -15.1% | +23.0% | +11.5% |
| 1Y | +6.1% | -14.1% | +20.2% | +8.2% |
| All | +6.1% | -15.7% | +21.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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