+24.6%
ACN vs OTIS
+87.9%
-63.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.2% |
| 7D | -7.9% | -5.0% | -2.9% | -5.5% |
| 30D | -1.1% | -6.5% | +5.4% | +2.3% |
| 3M | +5.6% | -2.0% | +7.6% | +6.7% |
| 6M | -9.9% | -20.2% | +10.2% | +0.2% |
| YTD | -32.3% | -21.0% | -11.4% | -24.4% |
| 1Y | -25.3% | -20.9% | -4.5% | -16.8% |
| 3Y | -42.3% | -13.3% | -28.9% | -40.3% |
| 5Y | -43.5% | -18.5% | -24.9% | -41.1% |
| All | +24.6% | +87.9% | -63.3% | -3.9% |
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 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