-34.9%
OVV vs ACM
+233.2%
-268.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -1.5% |
| 7D | -14.9% | +5.1% | -19.9% | -17.8% |
| 30D | -0.9% | +11.5% | -12.4% | -7.9% |
| 3M | +5.6% | -10.5% | +16.0% | +10.4% |
| 6M | -2.5% | -20.4% | +17.9% | +8.1% |
| YTD | +57.8% | -28.9% | +86.7% | +83.8% |
| 1Y | +70.1% | -48.7% | +118.8% | +141.8% |
| 3Y | +35.1% | -12.5% | +47.6% | +33.4% |
| 5Y | +86.1% | +0.5% | +85.5% | +69.0% |
| 10Y | +55.5% | +161.2% | -105.7% | -4.6% |
| All | -34.9% | +233.2% | -268.1% | -69.0% |
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 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