+5.3%
TROW vs BAM
+84.8%
-79.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | -1.7% | -2.9% | +1.2% | -0.2% |
| 30D | +6.4% | +14.7% | -8.2% | -0.6% |
| 3M | -1.5% | -4.1% | +2.7% | +0.3% |
| 6M | +8.3% | +9.6% | -1.3% | +2.4% |
| YTD | +12.4% | +3.4% | +9.0% | +9.0% |
| 1Y | +12.4% | +1.0% | +11.4% | +10.1% |
| 3Y | +38.3% | +88.2% | -49.9% | -2.2% |
| All | +5.3% | +84.8% | -79.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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