-36.7%
TROW vs ARMK
+106.7%
-143.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.5% | +2.7% | -2.2% | -0.8% |
| 30D | +9.3% | -1.5% | +10.8% | +9.6% |
| 3M | -0.9% | -11.6% | +10.6% | +4.6% |
| 6M | +8.3% | +6.7% | +1.6% | +3.3% |
| YTD | +10.6% | +47.4% | -36.8% | -12.3% |
| 1Y | +10.5% | +41.5% | -30.9% | -10.4% |
| 3Y | +36.5% | +95.5% | -59.0% | -11.1% |
| All | -36.7% | +106.7% | -143.4% | -62.7% |
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 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