+8.7%
TROW vs ALHC
-54.5%
+63.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -2.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +6.7% | -9.6% | +16.4% | +7.4% |
| 3M | -1.7% | -44.5% | +42.9% | +2.5% |
| 6M | +7.8% | -59.2% | +67.0% | +15.4% |
| YTD | +9.9% | -62.0% | +71.9% | +17.3% |
| 1Y | +8.7% | -54.8% | +63.5% | +9.7% |
| All | +8.7% | -54.5% | +63.2% | +9.7% |
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