+42.2%
TROW vs ALC
+24.0%
+18.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -1.3% | -2.1% | +0.8% | -0.3% |
| 30D | -4.5% | -0.1% | -4.4% | -4.6% |
| 3M | +3.9% | +5.9% | -2.0% | +0.3% |
| 6M | +22.6% | -15.9% | +38.5% | +32.3% |
| YTD | +10.1% | -10.1% | +20.2% | +14.4% |
| 1Y | +3.6% | -10.2% | +13.8% | +7.2% |
| 3Y | +12.4% | -13.6% | +26.0% | +15.0% |
| 5Y | -37.5% | -15.1% | -22.4% | -36.9% |
| All | +42.2% | +24.0% | +18.2% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling