-38.2%
TROW vs ALM
+856.4%
-894.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | +0.2% |
| 7D | -3.0% | -7.1% | +4.1% | -2.8% |
| 30D | -5.5% | +24.7% | -30.1% | -6.3% |
| 3M | +2.3% | +8.3% | -6.0% | +1.6% |
| 6M | +23.9% | -22.2% | +46.1% | +24.0% |
| YTD | +7.9% | +88.1% | -80.2% | +4.8% |
| 1Y | +6.1% | +272.4% | -266.2% | +0.8% |
| 3Y | +13.8% | +2,004.1% | -1,990.3% | +2.0% |
| 5Y | -38.2% | +915.8% | -954.0% | -44.4% |
| All | -38.2% | +856.4% | -894.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling