+127.5%
TROW vs ALLY
+190.4%
-62.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -3.0% | -3.3% | +0.3% | -1.6% |
| 30D | -5.5% | -4.1% | -1.4% | -3.8% |
| 3M | +2.3% | +1.4% | +0.9% | +1.4% |
| 6M | +23.9% | +14.4% | +9.5% | +16.0% |
| YTD | +7.9% | -4.9% | +12.8% | +9.2% |
| 1Y | +6.1% | +5.5% | +0.6% | +2.1% |
| 3Y | +13.8% | +66.0% | -52.2% | -12.9% |
| 5Y | -38.2% | -2.4% | -35.9% | -43.0% |
| All | +127.5% | +190.4% | -62.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling