-5.4%
AMAT vs OVV
+3.5%
-8.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -4.1% |
| 7D | -11.2% | -12.1% | +0.9% | -13.0% |
| 30D | -31.9% | +2.9% | -34.8% | -30.9% |
| 3M | -32.3% | +3.7% | -36.0% | -31.1% |
| 6M | -5.4% | +0.6% | -6.0% | -3.4% |
| All | -5.4% | +3.5% | -8.9% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling