+168.9%
OVV vs AJG
+1,375.5%
-1,206.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.8% |
| 7D | -3.7% | -3.8% | 0.0% | -2.1% |
| 30D | +8.0% | +1.6% | +6.4% | +7.0% |
| 3M | +11.3% | +18.6% | -7.4% | +1.8% |
| 6M | +24.0% | +10.9% | +13.1% | +16.1% |
| YTD | +65.3% | -2.0% | +67.3% | +62.8% |
| 1Y | +60.2% | -14.9% | +75.1% | +67.8% |
| 3Y | +46.9% | +13.4% | +33.5% | +30.4% |
| 5Y | +158.7% | +83.2% | +75.5% | +79.4% |
| 10Y | +50.8% | +484.3% | -433.4% | -31.5% |
| All | +168.9% | +1,375.5% | -1,206.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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