-35.3%
OVV vs ACM
+233.3%
-268.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -16.7% | +5.4% | -22.0% | -19.6% |
| 30D | -1.5% | +15.1% | -16.6% | -10.2% |
| 3M | +1.6% | -10.5% | +12.0% | +6.2% |
| 6M | +2.0% | -19.7% | +21.7% | +12.5% |
| YTD | +56.8% | -28.8% | +85.6% | +82.6% |
| 1Y | +64.8% | -47.9% | +112.7% | +132.1% |
| 3Y | +38.3% | -12.4% | +50.6% | +36.3% |
| 5Y | +84.9% | +0.6% | +84.3% | +67.9% |
| 10Y | +54.5% | +161.3% | -106.7% | -5.2% |
| All | -35.3% | +233.3% | -268.6% | -69.2% |
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