+28.0%
AAL vs OTIS
+115.8%
-87.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.7% |
| 7D | -0.1% | -1.3% | +1.2% | +0.7% |
| 30D | +11.7% | +12.8% | -1.1% | +3.6% |
| 3M | -12.5% | +7.4% | -19.9% | -16.7% |
| 6M | +3.6% | +7.7% | -4.1% | -1.5% |
| YTD | -14.1% | -9.3% | -4.8% | -9.4% |
| 1Y | +0.8% | -12.1% | +12.9% | +8.4% |
| 3Y | +11.8% | +0.6% | +11.2% | +6.6% |
| 5Y | -35.1% | -1.1% | -34.0% | -38.2% |
| All | +28.0% | +115.8% | -87.8% | -8.8% |
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