+833.9%
AA vs OTIS
+93.9%
+740.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.5% |
| 7D | +1.7% | -0.8% | +2.4% | +2.1% |
| 30D | +3.3% | -4.7% | +8.1% | +6.2% |
| 3M | -29.4% | +1.2% | -30.6% | -30.5% |
| 6M | -12.8% | -20.5% | +7.7% | -0.4% |
| YTD | -2.1% | -18.4% | +16.3% | +9.0% |
| 1Y | +62.8% | -18.1% | +80.8% | +80.4% |
| 3Y | +90.5% | -10.6% | +101.0% | +94.4% |
| 5Y | +19.1% | -16.1% | +35.2% | +24.3% |
| All | +833.9% | +93.9% | +740.0% | +748.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling