+128.8%
TROW vs ALK
-41.4%
+170.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -1.7% | +2.6% | -4.2% | -2.5% |
| 30D | +6.4% | +7.8% | -1.4% | +3.6% |
| 3M | -1.5% | -15.2% | +13.7% | +3.2% |
| 6M | +8.3% | +5.0% | +3.2% | +4.2% |
| YTD | +12.4% | -18.4% | +30.9% | +15.4% |
| 1Y | +12.4% | -2.4% | +14.8% | +8.2% |
| 3Y | +38.3% | +19.8% | +18.6% | +17.0% |
| 5Y | -35.2% | -27.8% | -7.4% | -35.7% |
| 10Y | +128.8% | -42.0% | +170.8% | +110.1% |
| All | +128.8% | -41.4% | +170.2% | +110.1% |
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