+15.8%
TROW vs ALK
+1.7%
+14.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -4.0% | -18.5% | +14.4% | +0.8% |
| 3M | +5.0% | -3.6% | +8.6% | +4.9% |
| 6M | +24.3% | -3.7% | +28.0% | +22.9% |
| YTD | +9.8% | -19.0% | +28.8% | +13.1% |
| 1Y | +6.4% | -36.0% | +42.5% | +16.9% |
| 3Y | +15.8% | +2.3% | +13.5% | +12.0% |
| All | +15.8% | +1.7% | +14.1% | +12.0% |
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