-3.9%
TROW vs JAAA
+29.3%
-33.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -5.3% | +0.5% | -5.8% | -6.1% |
| 3M | +2.9% | +1.2% | +1.7% | +0.6% |
| 6M | +22.2% | +2.7% | +19.5% | +16.4% |
| YTD | +8.1% | +3.2% | +4.9% | +2.2% |
| 1Y | +5.8% | +4.8% | +1.0% | -2.5% |
| 3Y | +14.0% | +19.0% | -5.0% | -4.4% |
| 5Y | -38.3% | +26.8% | -65.0% | -51.4% |
| All | -3.9% | +29.3% | -33.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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