+42.5%
OVV vs ACM
+147.1%
-104.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -4.0% |
| 7D | -10.7% | +6.9% | -17.6% | -15.5% |
| 30D | -5.3% | +19.1% | -24.4% | -17.9% |
| 3M | +2.4% | -6.9% | +9.3% | +5.0% |
| 6M | +5.7% | -12.0% | +17.7% | +10.9% |
| YTD | +56.8% | -25.1% | +81.9% | +82.1% |
| 1Y | +59.3% | -45.4% | +104.7% | +139.9% |
| 3Y | +49.0% | -6.9% | +55.9% | +32.6% |
| 5Y | +88.1% | +3.7% | +84.4% | +49.8% |
| 10Y | +42.5% | +135.8% | -93.2% | -22.3% |
| All | +42.5% | +147.1% | -104.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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