+116.8%
TROW vs ALK
-45.9%
+162.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.1% |
| 7D | +0.5% | -1.2% | +1.7% | +0.8% |
| 30D | +9.3% | +7.7% | +1.6% | +6.5% |
| 3M | -0.9% | -19.0% | +18.1% | +5.2% |
| 6M | +8.3% | -0.2% | +8.6% | +6.0% |
| YTD | +10.6% | -23.5% | +34.1% | +15.9% |
| 1Y | +10.5% | -9.1% | +19.7% | +8.9% |
| 3Y | +36.5% | +12.0% | +24.5% | +18.0% |
| 5Y | -37.1% | -30.9% | -6.2% | -36.7% |
| All | +116.8% | -45.9% | +162.7% | +108.8% |
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