+5.8%
TROW vs ALM
+247.3%
-241.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.8% |
| 7D | -3.2% | -11.8% | +8.7% | -2.6% |
| 30D | -4.6% | +7.8% | -12.4% | -5.1% |
| 3M | -0.7% | -9.3% | +8.6% | -0.7% |
| 6M | +22.2% | -30.5% | +52.7% | +23.0% |
| YTD | +6.6% | +75.8% | -69.2% | +1.7% |
| 1Y | +5.8% | +241.2% | -235.4% | -3.6% |
| All | +5.8% | +247.3% | -241.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling