-9.2%
OVV vs AMCR
+100.2%
-109.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.3% | -1.9% | +2.1% | +1.0% |
| 30D | +11.7% | -4.1% | +15.8% | +13.5% |
| 3M | +9.8% | +21.7% | -11.9% | 0.0% |
| 6M | +26.6% | +1.5% | +25.1% | +22.6% |
| YTD | +67.0% | +13.1% | +53.9% | +53.4% |
| 1Y | +55.9% | +13.0% | +42.9% | +42.9% |
| 3Y | +45.5% | +6.9% | +38.6% | +34.1% |
| 5Y | +157.3% | -10.5% | +167.8% | +157.6% |
| 10Y | +65.0% | +20.9% | +44.1% | +44.0% |
| All | -9.2% | +100.2% | -109.4% | -19.7% |
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