+36.6%
TROW vs ALK
+21.9%
+14.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +0.5% |
| 7D | +4.7% | +8.9% | -4.2% | +2.5% |
| 30D | +5.4% | +5.9% | -0.6% | +3.7% |
| 3M | -1.6% | -16.5% | +14.9% | +2.3% |
| 6M | +7.8% | +2.1% | +5.7% | +5.5% |
| YTD | +12.6% | -17.1% | +29.7% | +14.8% |
| 1Y | +13.6% | -2.9% | +16.5% | +10.3% |
| 3Y | +36.6% | +24.5% | +12.1% | +21.4% |
| All | +36.6% | +21.9% | +14.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling