+12.4%
AA vs OTIS
-17.1%
+29.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | -0.6% | -2.2% | +1.5% | +0.9% |
| 30D | -1.6% | -4.3% | +2.8% | +1.2% |
| 3M | -29.8% | -2.2% | -27.6% | -29.3% |
| 6M | -16.6% | -19.9% | +3.3% | -3.3% |
| YTD | -4.0% | -19.3% | +15.3% | +9.4% |
| 1Y | +63.5% | -19.6% | +83.1% | +86.5% |
| 3Y | +86.8% | -11.5% | +98.3% | +83.9% |
| 5Y | +12.4% | -16.8% | +29.1% | +11.0% |
| All | +12.4% | -17.1% | +29.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling