-8.6%
OVV vs AMCR
+100.3%
-108.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.8% |
| 7D | +6.5% | -4.5% | +11.0% | +8.4% |
| 30D | -2.7% | +4.9% | -7.5% | -5.0% |
| 3M | +3.1% | -4.6% | +7.7% | +4.5% |
| 6M | +12.8% | +15.2% | -2.4% | +4.2% |
| YTD | +68.1% | +9.7% | +58.4% | +55.5% |
| 1Y | +73.6% | +10.5% | +63.2% | +60.0% |
| 3Y | +57.6% | +13.8% | +43.8% | +40.2% |
| 5Y | +104.5% | -9.1% | +113.6% | +101.9% |
| 10Y | +58.4% | +18.6% | +39.8% | +37.2% |
| All | -8.6% | +100.3% | -108.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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