+302.0%
ROIV vs AMCR
+1.0%
+301.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | +22.3% | -6.3% | +28.6% | +24.2% |
| 30D | +16.9% | -7.1% | +24.0% | +18.9% |
| 3M | +43.9% | +12.7% | +31.3% | +38.5% |
| 6M | +41.6% | +5.2% | +36.4% | +38.2% |
| YTD | +92.7% | +8.1% | +84.6% | +86.1% |
| 1Y | +210.2% | +11.7% | +198.4% | +196.4% |
| 3Y | +231.8% | +9.9% | +221.9% | +215.6% |
| 5Y | +319.8% | -8.7% | +328.4% | +329.2% |
| All | +302.0% | +1.0% | +301.0% | +311.8% |
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