+23.5%
ADM vs OTIS
+0.9%
+22.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | -11.8% | +16.1% | -27.9% | -15.5% |
| 3M | -11.3% | +6.7% | -18.0% | -13.1% |
| 6M | -10.0% | +6.0% | -16.0% | -11.9% |
| YTD | +25.9% | -9.8% | +35.7% | +29.5% |
| 1Y | +26.7% | -12.3% | +39.0% | +31.6% |
| 3Y | +8.1% | -0.2% | +8.4% | +5.6% |
| 5Y | +23.5% | +1.0% | +22.5% | +16.2% |
| All | +23.5% | +0.9% | +22.6% | +16.2% |
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