-17.9%
AMT vs OVV
+104.2%
-122.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | +4.2% | -2.5% | +6.7% | +4.3% |
| 3M | +13.4% | +0.5% | +12.9% | +13.3% |
| 6M | +9.4% | +8.5% | +0.9% | +8.7% |
| YTD | +11.7% | +64.5% | -52.8% | +8.2% |
| 1Y | +7.1% | +64.7% | -57.5% | +3.8% |
| 3Y | +15.1% | +54.1% | -39.1% | +10.5% |
| 5Y | -17.9% | +95.4% | -113.3% | -23.9% |
| All | -17.9% | +104.2% | -122.0% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling