+162.2%
ADM vs OTIS
+115.8%
+46.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | +4.2% | -1.3% | +5.5% | +4.6% |
| 30D | -12.8% | +12.8% | -25.6% | -16.4% |
| 3M | -8.5% | +7.4% | -15.8% | -10.9% |
| 6M | -10.9% | +7.7% | -18.6% | -13.7% |
| YTD | +29.4% | -9.3% | +38.7% | +32.9% |
| 1Y | +27.5% | -12.1% | +39.6% | +32.6% |
| 3Y | +10.3% | +0.6% | +9.7% | +7.0% |
| 5Y | +27.4% | -1.1% | +28.5% | +22.5% |
| All | +162.2% | +115.8% | +46.4% | +87.0% |
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