+1,830.1%
AMAT vs OVV
+155.6%
+1,674.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -2.0% |
| 7D | -11.2% | -12.1% | +0.9% | -8.6% |
| 30D | -31.9% | +2.9% | -34.8% | -32.5% |
| 3M | -32.3% | +3.7% | -36.0% | -33.4% |
| 6M | -5.4% | +0.6% | -6.0% | -6.6% |
| YTD | +44.3% | +62.5% | -18.2% | +26.3% |
| 1Y | +61.4% | +72.0% | -10.7% | +38.9% |
| 3Y | +170.6% | +39.1% | +131.5% | +140.5% |
| 5Y | +156.4% | +98.5% | +58.0% | +102.0% |
| 10Y | +1,356.4% | +60.1% | +1,296.3% | +791.0% |
| All | +1,830.1% | +155.6% | +1,674.5% | +643.2% |
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