+59.7%
ABT vs OTIS
+93.9%
-34.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -3.1% | -0.8% | -2.4% | -2.9% |
| 30D | -2.1% | -4.7% | +2.6% | -0.5% |
| 3M | +17.4% | +1.2% | +16.2% | +17.0% |
| 6M | -2.4% | -20.5% | +18.1% | +5.1% |
| YTD | -14.2% | -18.4% | +4.2% | -8.7% |
| 1Y | -18.3% | -18.1% | -0.3% | -13.3% |
| 3Y | +11.5% | -10.6% | +22.1% | +12.6% |
| 5Y | -9.9% | -16.1% | +6.2% | -9.2% |
| All | +59.7% | +93.9% | -34.2% | +28.5% |
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