+116.8%
TROW vs ALM
+2,100.8%
-1,984.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.1% | +0.4% |
| 7D | +0.5% | +1.2% | -0.8% | +0.4% |
| 30D | +9.3% | -19.3% | +28.7% | +10.0% |
| 3M | -0.9% | -40.6% | +39.7% | +0.4% |
| 6M | +8.3% | -57.9% | +66.3% | +10.5% |
| YTD | +10.6% | -6.7% | +17.3% | +10.1% |
| 1Y | +10.5% | +20.2% | -9.6% | +9.2% |
| 3Y | +36.5% | +879.4% | -842.9% | +26.8% |
| 5Y | -37.1% | +415.3% | -452.3% | -41.2% |
| All | +116.8% | +2,100.8% | -1,984.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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