+30.7%
ACN vs OTIS
+97.1%
-66.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | +9.4% | -2.0% | +11.4% | +10.4% |
| 3M | +5.6% | +2.6% | +3.1% | +4.4% |
| 6M | -9.3% | -20.9% | +11.7% | +1.5% |
| YTD | -29.0% | -17.1% | -11.9% | -22.5% |
| 1Y | -24.7% | -15.9% | -8.8% | -18.5% |
| 3Y | -39.8% | -12.7% | -27.1% | -37.8% |
| 5Y | -40.9% | -15.7% | -25.2% | -39.6% |
| All | +30.7% | +97.1% | -66.4% | -1.5% |
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