+76.8%
ACN vs OTIS
+115.8%
-39.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -3.8% | -1.3% | -2.6% | -3.2% |
| 30D | +16.5% | +12.8% | +3.7% | +10.0% |
| 3M | +41.5% | +7.4% | +34.1% | +36.6% |
| 6M | +60.1% | +7.7% | +52.4% | +54.1% |
| YTD | -3.9% | -9.3% | +5.3% | +0.2% |
| 1Y | +4.1% | -12.1% | +16.2% | +10.3% |
| 3Y | -15.9% | +0.6% | -16.5% | -19.1% |
| 5Y | -26.3% | -1.1% | -25.2% | -29.7% |
| All | +76.8% | +115.8% | -39.0% | +27.4% |
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