+224.8%
TROW vs BAH
+1,076.0%
-851.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | +9.3% | +20.8% | -11.4% | +2.5% |
| 3M | -0.9% | +11.6% | -12.5% | -5.0% |
| 6M | +8.3% | +23.1% | -14.8% | -0.4% |
| YTD | +10.6% | +5.3% | +5.4% | +5.7% |
| 1Y | +10.5% | +6.1% | +4.4% | +5.0% |
| 3Y | +36.5% | -27.5% | +64.0% | +41.1% |
| 5Y | -37.1% | +6.2% | -43.2% | -45.3% |
| 10Y | +125.2% | +202.2% | -77.1% | +32.4% |
| All | +224.8% | +1,076.0% | -851.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 all: compounded portfolio wealth divided by compounded BAH 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…
all analysis · Full analysis span regression · 6 months rolling