+124.8%
TROW vs ALM
+2,589.2%
-2,464.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | -3.2% | -11.8% | +8.7% | -2.9% |
| 30D | -4.6% | +7.8% | -12.4% | -4.9% |
| 3M | -0.7% | -9.3% | +8.6% | -0.7% |
| 6M | +22.2% | -30.5% | +52.7% | +22.7% |
| YTD | +6.6% | +75.8% | -69.2% | +4.3% |
| 1Y | +5.8% | +241.2% | -235.4% | +1.5% |
| 3Y | +11.6% | +1,872.6% | -1,861.0% | +1.2% |
| 5Y | -38.9% | +849.6% | -888.5% | -44.0% |
| All | +124.8% | +2,589.2% | -2,464.4% | +106.4% |
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