+21.3%
ADM vs OTIS
-9.8%
+31.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | +0.5% |
| 7D | -8.3% | +9.5% | -17.8% | -7.9% |
| 30D | -14.1% | +21.1% | -35.2% | -13.2% |
| 3M | -10.7% | +9.0% | -19.8% | -10.6% |
| 6M | -5.9% | +6.4% | -12.3% | -5.4% |
| YTD | +25.8% | -7.1% | +32.9% | +29.1% |
| 1Y | +21.3% | -10.1% | +31.4% | +26.5% |
| All | +21.3% | -9.8% | +31.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling