-31.1%
OVV vs ACM
+230.8%
-261.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | +0.3% | -3.7% | +4.0% | +2.6% |
| 30D | +11.7% | -11.1% | +22.8% | +18.4% |
| 3M | +9.8% | -8.0% | +17.8% | +12.9% |
| 6M | +26.6% | -29.7% | +56.2% | +51.8% |
| YTD | +67.0% | -29.4% | +96.4% | +97.1% |
| 1Y | +55.9% | -46.4% | +102.4% | +116.7% |
| 3Y | +45.5% | -22.3% | +67.8% | +56.2% |
| 5Y | +157.3% | +4.5% | +152.9% | +129.1% |
| 10Y | +65.0% | +127.6% | -62.6% | +9.9% |
| All | -31.1% | +230.8% | -261.9% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling