+34.1%
OVV vs AMDL
+119.6%
-85.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.3% | -11.3% | +2.3% |
| 7D | +1.2% | +18.5% | -17.3% | -0.2% |
| 30D | -2.5% | -24.2% | +21.7% | -2.2% |
| 3M | +0.5% | +11.5% | -11.0% | -1.8% |
| 6M | +8.5% | -1.0% | +9.5% | +4.5% |
| YTD | +64.5% | +260.3% | -195.8% | +36.0% |
| 1Y | +64.7% | +178.2% | -113.5% | +39.0% |
| All | +34.1% | +119.6% | -85.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling