+86.6%
AA vs OTIS
-11.0%
+97.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.3% |
| 7D | +1.7% | -0.8% | +2.4% | +2.0% |
| 30D | +3.3% | -4.7% | +8.1% | +5.4% |
| 3M | -29.4% | +1.2% | -30.6% | -30.3% |
| 6M | -12.8% | -20.5% | +7.7% | -2.7% |
| YTD | -2.1% | -18.4% | +16.3% | +6.6% |
| 1Y | +62.8% | -18.1% | +80.8% | +76.5% |
| All | +86.6% | -11.0% | +97.7% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling