+115.3%
TROW vs ALLY
+97.2%
+18.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -0.5% | -2.1% | +1.7% | +0.4% |
| 30D | +6.7% | +2.0% | +4.7% | +5.9% |
| 3M | -1.7% | -13.3% | +11.7% | +4.4% |
| 6M | +7.8% | -9.9% | +17.7% | +12.2% |
| YTD | +9.9% | -13.5% | +23.5% | +15.8% |
| 1Y | +8.7% | -2.8% | +11.5% | +8.7% |
| 3Y | +35.2% | +63.4% | -28.2% | +5.5% |
| 5Y | -37.5% | -10.9% | -26.6% | -39.6% |
| 10Y | +123.7% | +174.7% | -51.0% | +32.6% |
| All | +115.3% | +97.2% | +18.1% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling