-38.3%
TROW vs ARWR
+25.7%
-63.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | -5.3% | -6.5% | +1.2% | -4.2% |
| 3M | +2.9% | +12.7% | -9.7% | -0.1% |
| 6M | +22.2% | +36.2% | -14.0% | +13.5% |
| YTD | +8.1% | +24.5% | -16.4% | +1.9% |
| 1Y | +5.8% | +198.0% | -192.2% | -17.8% |
| 3Y | +14.0% | +176.4% | -162.3% | -18.6% |
| 5Y | -38.3% | +26.6% | -64.8% | -50.2% |
| All | -38.3% | +25.7% | -63.9% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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