+453.5%
APH vs OVV
+63.7%
+389.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.4% | -47.6% |
| 7D | -48.7% | -0.6% | -48.1% | -48.6% |
| 30D | -51.9% | +11.7% | -63.7% | -52.7% |
| 3M | -43.6% | +9.8% | -53.4% | -44.4% |
| 6M | -37.5% | +26.6% | -64.1% | -40.1% |
| YTD | -38.6% | +67.0% | -105.7% | -43.7% |
| 1Y | -26.3% | +55.9% | -82.3% | -31.9% |
| 3Y | +89.2% | +45.5% | +43.7% | +74.2% |
| 5Y | +119.8% | +157.3% | -37.5% | +81.2% |
| All | +453.5% | +63.7% | +389.9% | +285.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling