+235.9%
ROIV vs ACM
+37.4%
+198.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -3.7% | +4.4% | +1.8% |
| 30D | +1.0% | -11.1% | +12.1% | +4.4% |
| 3M | +18.3% | -8.0% | +26.3% | +20.4% |
| 6M | +18.3% | -29.7% | +48.0% | +32.3% |
| YTD | +61.0% | -29.4% | +90.3% | +78.3% |
| 1Y | +177.9% | -46.4% | +224.3% | +241.2% |
| 3Y | +199.1% | -22.3% | +221.4% | +211.1% |
| 5Y | +250.7% | +4.5% | +246.2% | +233.5% |
| All | +235.9% | +37.4% | +198.5% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling