-44.0%
ACN vs OTIS
-17.1%
-26.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -6.3% | -2.2% | -4.2% | -5.1% |
| 30D | -1.4% | -4.3% | +2.9% | +1.1% |
| 3M | +2.6% | -2.2% | +4.7% | +3.9% |
| 6M | -14.3% | -19.9% | +5.6% | -3.4% |
| YTD | -33.1% | -19.3% | -13.8% | -25.0% |
| 1Y | -28.8% | -19.6% | -9.2% | -20.2% |
| 3Y | -43.0% | -11.5% | -31.4% | -43.0% |
| 5Y | -44.0% | -16.8% | -27.2% | -43.9% |
| All | -44.0% | -17.1% | -26.9% | -43.9% |
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 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