+15.8%
TROW vs ARMK
+125.3%
-109.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +0.4% | +1.7% | -1.3% | -0.2% |
| 30D | -4.0% | +3.1% | -7.2% | -5.4% |
| 3M | +5.0% | +9.2% | -4.2% | +1.1% |
| 6M | +24.3% | +43.7% | -19.4% | +6.2% |
| YTD | +9.8% | +57.4% | -47.6% | -10.3% |
| 1Y | +6.4% | +51.9% | -45.4% | -11.7% |
| 3Y | +15.8% | +125.4% | -109.6% | -16.7% |
| All | +15.8% | +125.3% | -109.5% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling