+2.8%
TROW vs BAM
+71.9%
-69.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.4% |
| 7D | +0.4% | -1.6% | +2.0% | +1.2% |
| 30D | -4.0% | -6.0% | +2.0% | -1.3% |
| 3M | +5.0% | +7.3% | -2.3% | +0.7% |
| 6M | +24.3% | +8.2% | +16.1% | +18.1% |
| YTD | +9.8% | -3.8% | +13.6% | +10.5% |
| 1Y | +6.4% | -10.7% | +17.2% | +11.0% |
| 3Y | +15.8% | +55.3% | -39.5% | -10.9% |
| All | +2.8% | +71.9% | -69.0% | -25.1% |
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