+11.6%
TROW vs ALM
+1,801.8%
-1,790.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.9% |
| 7D | -3.2% | -11.8% | +8.7% | -2.7% |
| 30D | -4.6% | +7.8% | -12.4% | -5.0% |
| 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% | +3.7% |
| 1Y | +5.8% | +241.2% | -235.4% | +0.7% |
| 3Y | +11.6% | +1,872.6% | -1,861.0% | +1.1% |
| All | +11.6% | +1,801.8% | -1,790.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling