+291.1%
ROIV vs AMCR
+5.7%
+285.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +13.3% | -7.9% | +21.2% | +15.7% |
| 30D | +14.8% | +8.2% | +6.6% | +12.4% |
| 3M | +11.9% | -4.3% | +16.2% | +12.9% |
| 6M | +42.4% | +16.6% | +25.8% | +35.5% |
| YTD | +87.4% | +13.1% | +74.3% | +78.8% |
| 1Y | +97.2% | +14.4% | +82.8% | +87.5% |
| 3Y | +375.7% | +18.4% | +357.3% | +344.6% |
| 5Y | +379.0% | -5.8% | +384.8% | +381.7% |
| All | +291.1% | +5.7% | +285.3% | +295.7% |
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