+778.9%
ABT vs OVV
+162.8%
+616.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -3.7% | +0.3% | -3.9% | -3.7% |
| 30D | +2.5% | +11.7% | -9.3% | +1.5% |
| 3M | +20.2% | +9.8% | +10.4% | +19.1% |
| 6M | -2.9% | +26.6% | -29.5% | -5.1% |
| YTD | -11.9% | +67.0% | -79.0% | -15.9% |
| 1Y | -16.5% | +55.9% | -72.5% | -20.0% |
| 3Y | +12.1% | +45.5% | -33.4% | +6.7% |
| 5Y | -7.4% | +157.3% | -164.8% | -18.0% |
| 10Y | +210.7% | +65.0% | +145.7% | +149.3% |
| All | +778.9% | +162.8% | +616.1% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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