+337.3%
ROIV vs ACM
-12.3%
+349.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.2% |
| 7D | +5.3% | +5.4% | 0.0% | +4.0% |
| 30D | +11.9% | +15.1% | -3.2% | +8.2% |
| 3M | +10.7% | -10.5% | +21.2% | +13.8% |
| 6M | +34.9% | -19.7% | +54.6% | +43.3% |
| YTD | +79.2% | -28.8% | +108.0% | +96.8% |
| 1Y | +89.0% | -47.9% | +136.9% | +135.5% |
| 3Y | +337.3% | -12.4% | +349.7% | +320.8% |
| All | +337.3% | -12.3% | +349.7% | +320.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling