+131.7%
TROW vs ALK
-39.2%
+170.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -1.5% | -3.0% | +1.5% | -0.6% |
| 30D | -5.3% | -14.6% | +9.3% | -0.6% |
| 3M | +2.9% | -10.6% | +13.5% | +5.5% |
| 6M | +22.2% | -6.7% | +28.9% | +21.7% |
| YTD | +8.1% | -19.8% | +27.8% | +12.1% |
| 1Y | +5.8% | -35.2% | +41.0% | +17.1% |
| 3Y | +14.0% | +1.4% | +12.6% | +2.7% |
| 5Y | -38.3% | -30.7% | -7.6% | -37.9% |
| 10Y | +131.7% | -37.4% | +169.0% | +109.4% |
| All | +131.7% | -39.2% | +170.9% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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