-41.5%
ACHR vs OTIS
+16.4%
-57.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.3% |
| 7D | +4.9% | -0.8% | +5.6% | +5.4% |
| 30D | +4.3% | -4.7% | +9.0% | +7.8% |
| 3M | +1.7% | +1.2% | +0.5% | -0.6% |
| 6M | -6.9% | -20.5% | +13.7% | +10.1% |
| YTD | -22.5% | -18.4% | -4.0% | -10.5% |
| 1Y | -31.5% | -18.1% | -13.4% | -21.7% |
| 3Y | -14.4% | -10.6% | -3.8% | -12.7% |
| 5Y | -41.6% | -16.1% | -25.6% | -43.2% |
| All | -41.5% | +16.4% | -57.9% | -44.9% |
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