+36.5%
TROW vs ALC
+4.4%
+32.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.4% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | +9.3% | +16.0% | -6.7% | +4.3% |
| 3M | -0.9% | +0.8% | -1.7% | -1.3% |
| 6M | +8.3% | +16.8% | -8.5% | +2.5% |
| YTD | +10.6% | -5.5% | +16.1% | +12.0% |
| 1Y | +10.5% | -5.3% | +15.8% | +11.7% |
| 3Y | +36.5% | +4.1% | +32.5% | +30.1% |
| All | +36.5% | +4.4% | +32.1% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling