+17.0%
TROW vs ALHC
-51.4%
+68.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.1% | -4.2% | +5.2% |
| 7D | +8.2% | -0.5% | +8.7% | +8.1% |
| 30D | +8.3% | -4.2% | +12.5% | +8.4% |
| 3M | -1.6% | -39.8% | +38.2% | +1.9% |
| 6M | +11.9% | -57.7% | +69.6% | +19.8% |
| YTD | +14.3% | -58.8% | +73.1% | +21.6% |
| 1Y | +17.0% | -52.4% | +69.4% | +20.1% |
| All | +17.0% | -51.4% | +68.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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