+127.5%
TROW vs ARMK
+138.5%
-11.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -5.5% | -5.9% | +0.5% | -3.7% |
| 3M | +2.3% | +6.7% | -4.4% | -0.1% |
| 6M | +23.9% | +42.5% | -18.6% | +9.9% |
| YTD | +7.9% | +55.1% | -47.2% | -7.1% |
| 1Y | +6.1% | +50.3% | -44.2% | -7.7% |
| 3Y | +13.8% | +122.2% | -108.4% | -13.2% |
| 5Y | -38.2% | +155.2% | -193.4% | -54.6% |
| All | +127.5% | +138.5% | -11.1% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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