-38.2%
TROW vs ARMK
+147.8%
-186.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -3.0% | -0.9% | -2.1% | -2.6% |
| 30D | -5.5% | -5.9% | +0.5% | -2.7% |
| 3M | +2.3% | +6.7% | -4.4% | -1.5% |
| 6M | +23.9% | +42.5% | -18.6% | +2.0% |
| YTD | +7.9% | +55.1% | -47.2% | -15.5% |
| 1Y | +6.1% | +50.3% | -44.2% | -15.6% |
| 3Y | +13.8% | +122.2% | -108.4% | -29.6% |
| 5Y | -38.2% | +155.2% | -193.4% | -65.3% |
| All | -38.2% | +147.8% | -186.0% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling