+57.4%
AA vs OTIS
-20.9%
+78.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.7% |
| 7D | -5.4% | -5.0% | -0.4% | -5.3% |
| 30D | -10.7% | -6.5% | -4.2% | -10.6% |
| 3M | -26.2% | -2.0% | -24.2% | -26.4% |
| 6M | -20.9% | -20.2% | -0.8% | -21.0% |
| YTD | -8.6% | -21.0% | +12.3% | -9.9% |
| 1Y | +57.4% | -20.9% | +78.2% | +52.9% |
| All | +57.4% | -20.9% | +78.3% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling