+252.1%
ROIV vs ACM
+38.4%
+213.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.5% |
| 7D | -2.4% | +5.1% | -7.5% | -3.9% |
| 30D | +3.1% | +11.5% | -8.4% | -0.3% |
| 3M | +5.8% | -10.5% | +16.3% | +9.0% |
| 6M | +29.3% | -20.4% | +49.7% | +38.0% |
| YTD | +68.8% | -28.9% | +97.6% | +86.3% |
| 1Y | +81.0% | -48.7% | +129.7% | +126.7% |
| 3Y | +294.6% | -12.5% | +307.1% | +292.1% |
| 5Y | +373.1% | +0.5% | +372.6% | +351.1% |
| All | +252.1% | +38.4% | +213.7% | +226.4% |
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