+54.3%
ABT vs OTIS
+91.3%
-37.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -2.0% |
| 7D | -5.9% | -3.0% | -2.9% | -4.9% |
| 30D | -8.1% | -6.0% | -2.1% | -6.2% |
| 3M | +14.5% | -0.9% | +15.4% | +14.9% |
| 6M | -6.3% | -17.3% | +11.0% | -0.4% |
| YTD | -17.1% | -19.6% | +2.4% | -11.4% |
| 1Y | -21.4% | -21.0% | -0.3% | -15.5% |
| 3Y | +5.9% | -12.1% | +18.0% | +7.6% |
| 5Y | -12.8% | -17.1% | +4.3% | -11.7% |
| All | +54.3% | +91.3% | -37.0% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling