+156.7%
OVV vs ACGL
+3,705.5%
-3,548.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -14.9% | +6.4% | -21.3% | -18.1% |
| 30D | -0.9% | +16.6% | -17.5% | -9.8% |
| 3M | +5.6% | +11.6% | -6.0% | -1.4% |
| 6M | -2.5% | +17.5% | -19.9% | -12.3% |
| YTD | +57.8% | +15.3% | +42.5% | +42.0% |
| 1Y | +70.1% | +26.3% | +43.8% | +44.6% |
| 3Y | +35.1% | +35.9% | -0.8% | +6.2% |
| 5Y | +86.1% | +168.2% | -82.1% | -7.3% |
| 10Y | +55.5% | +352.0% | -296.5% | -34.8% |
| All | +156.7% | +3,705.5% | -3,548.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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