-21.7%
TROW vs ALHC
-28.9%
+7.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -4.5% | -1.0% | -3.5% | -4.5% |
| 3M | +3.9% | -10.2% | +14.0% | +4.1% |
| 6M | +22.6% | -28.3% | +50.9% | +24.7% |
| YTD | +10.1% | -31.4% | +41.6% | +12.5% |
| 1Y | +3.6% | -16.9% | +20.5% | +3.8% |
| 3Y | +12.4% | +135.5% | -123.1% | -4.2% |
| 5Y | -37.5% | -33.6% | -3.9% | -42.9% |
| All | -21.7% | -28.9% | +7.3% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling