-24.2%
TROW vs ALHC
-33.8%
+9.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -3.2% | -6.9% | +3.7% | -2.6% |
| 30D | -4.6% | -6.7% | +2.1% | -4.0% |
| 3M | -0.7% | -37.7% | +37.0% | +3.2% |
| 6M | +22.2% | -30.0% | +52.2% | +24.6% |
| YTD | +6.6% | -36.2% | +42.8% | +9.6% |
| 1Y | +5.8% | -22.9% | +28.7% | +6.8% |
| 3Y | +11.6% | +138.4% | -126.8% | -5.4% |
| 5Y | -38.9% | -32.8% | -6.1% | -43.9% |
| All | -24.2% | -33.8% | +9.6% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling