-44.0%
ACHR vs OTIS
-19.0%
-25.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.8% |
| 7D | -5.4% | -5.0% | -0.4% | -1.2% |
| 30D | -19.7% | -6.5% | -13.2% | -15.3% |
| 3M | +7.9% | -2.0% | +9.9% | +8.1% |
| 6M | -13.8% | -20.2% | +6.4% | +3.3% |
| YTD | -27.5% | -21.0% | -6.6% | -12.8% |
| 1Y | -33.9% | -20.9% | -13.1% | -21.2% |
| 3Y | -20.0% | -13.3% | -6.6% | -18.2% |
| 5Y | -44.0% | -18.5% | -25.5% | -43.1% |
| All | -44.0% | -19.0% | -25.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling