+35.6%
TROW vs ALHC
+25.0%
+10.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -2.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +6.7% | -9.6% | +16.4% | +7.2% |
| 3M | -1.7% | -44.5% | +42.9% | +0.7% |
| 6M | +7.8% | -59.2% | +67.0% | +11.7% |
| YTD | +9.9% | -62.0% | +71.9% | +14.1% |
| 1Y | +8.7% | -54.8% | +63.5% | +12.2% |
| All | +35.6% | +25.0% | +10.6% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling