+171.6%
OVV vs ACGL
+3,276.3%
-3,104.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | +11.7% | -1.0% | +12.7% | +12.3% |
| 3M | +9.8% | +11.0% | -1.2% | +2.5% |
| 6M | +26.6% | -0.3% | +26.9% | +25.1% |
| YTD | +67.0% | +2.3% | +64.8% | +61.7% |
| 1Y | +55.9% | +6.4% | +49.5% | +46.8% |
| 3Y | +45.5% | +34.0% | +11.5% | +14.3% |
| 5Y | +157.3% | +161.6% | -4.3% | +30.0% |
| 10Y | +65.0% | +278.6% | -213.6% | -23.5% |
| All | +171.6% | +3,276.3% | -3,104.7% | -44.0% |
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