+302.4%
ROIV vs AMCR
+4.0%
+298.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | +9.5% | -8.5% | +17.9% | +12.0% |
| 30D | +21.0% | +6.8% | +14.2% | +18.9% |
| 3M | +18.7% | -5.0% | +23.7% | +20.0% |
| 6M | +44.5% | +13.9% | +30.6% | +38.4% |
| YTD | +92.9% | +11.2% | +81.6% | +84.8% |
| 1Y | +100.2% | +11.3% | +88.9% | +91.7% |
| 3Y | +375.0% | +15.4% | +359.7% | +346.8% |
| 5Y | +435.2% | -7.7% | +442.9% | +440.3% |
| All | +302.4% | +4.0% | +298.5% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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