+49.0%
OVV vs ACM
-7.9%
+56.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -1.3% |
| 7D | -10.7% | +6.9% | -17.6% | -12.2% |
| 30D | -5.3% | +19.1% | -24.4% | -9.6% |
| 3M | +2.4% | -6.9% | +9.3% | +4.2% |
| 6M | +5.7% | -12.0% | +17.7% | +9.2% |
| YTD | +56.8% | -25.1% | +81.9% | +70.2% |
| 1Y | +59.3% | -45.4% | +104.7% | +101.6% |
| 3Y | +49.0% | -6.9% | +55.9% | +43.0% |
| All | +49.0% | -7.9% | +56.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling