+771.8%
AA vs OTIS
+87.9%
+683.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -3.5% |
| 7D | -5.4% | -5.0% | -0.4% | -2.3% |
| 30D | -10.7% | -6.5% | -4.2% | -7.1% |
| 3M | -26.2% | -2.0% | -24.2% | -25.9% |
| 6M | -20.9% | -20.2% | -0.8% | -10.0% |
| YTD | -8.6% | -21.0% | +12.3% | +3.8% |
| 1Y | +57.4% | -20.9% | +78.2% | +78.4% |
| 3Y | +77.8% | -13.3% | +91.1% | +85.2% |
| 5Y | +2.7% | -18.5% | +21.2% | +9.3% |
| All | +771.8% | +87.9% | +683.9% | +707.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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