+177.9%
ROIV vs ACM
-45.8%
+223.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +0.6% | -3.7% | +4.4% | +1.0% |
| 30D | +1.0% | -11.1% | +12.1% | +2.5% |
| 3M | +18.3% | -8.0% | +26.3% | +19.5% |
| 6M | +18.3% | -29.7% | +48.0% | +25.3% |
| YTD | +61.0% | -29.4% | +90.3% | +70.3% |
| 1Y | +177.9% | -46.4% | +224.3% | +209.7% |
| All | +177.9% | -45.8% | +223.7% | +209.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling