-44.0%
ACHR vs OTIS
+14.8%
-58.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.0% |
| 7D | -2.3% | -3.0% | +0.7% | 0.0% |
| 30D | -11.3% | -6.0% | -5.3% | -7.2% |
| 3M | +5.3% | -0.9% | +6.2% | +4.7% |
| 6M | -13.2% | -17.3% | +4.1% | -0.6% |
| YTD | -25.8% | -19.6% | -6.2% | -13.4% |
| 1Y | -34.3% | -21.0% | -13.3% | -22.6% |
| 3Y | -19.9% | -12.1% | -7.9% | -17.2% |
| 5Y | -42.7% | -17.1% | -25.6% | -43.6% |
| All | -44.0% | +14.8% | -58.8% | -46.7% |
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