-21.4%
ABT vs OTIS
-19.7%
-1.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.9% |
| 7D | -5.9% | -3.0% | -2.9% | -5.0% |
| 30D | -8.1% | -6.0% | -2.1% | -6.3% |
| 3M | +14.5% | -0.9% | +15.4% | +15.4% |
| 6M | -6.3% | -17.3% | +11.0% | -3.8% |
| YTD | -17.1% | -19.6% | +2.4% | -15.6% |
| 1Y | -21.4% | -21.0% | -0.3% | -20.6% |
| All | -21.4% | -19.7% | -1.6% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling