+12.9%
TROW vs UMAC
+473.8%
-460.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -3.2% | -3.4% | +0.2% | -3.1% |
| 30D | -4.6% | -15.1% | +10.5% | -4.4% |
| 3M | -0.7% | -10.8% | +10.1% | -0.9% |
| 6M | +22.2% | +15.7% | +6.5% | +20.1% |
| YTD | +6.6% | +80.1% | -73.5% | +3.2% |
| 1Y | +5.8% | +116.7% | -110.9% | +1.6% |
| All | +12.9% | +473.8% | -460.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling