+235.9%
ROIV vs AMCR
+2.5%
+233.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +1.0% | -4.1% | +5.0% | +2.0% |
| 3M | +18.3% | +21.7% | -3.4% | +11.6% |
| 6M | +18.3% | +1.5% | +16.8% | +16.6% |
| YTD | +61.0% | +13.1% | +47.8% | +53.9% |
| 1Y | +177.9% | +13.0% | +164.9% | +165.2% |
| 3Y | +199.1% | +6.9% | +192.1% | +186.7% |
| 5Y | +250.7% | -10.5% | +261.2% | +257.3% |
| All | +235.9% | +2.5% | +233.3% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling