+67.1%
ADM vs OTIS
-17.1%
+84.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | +1.4% | -2.2% | +3.5% | +2.0% |
| 30D | +8.2% | -4.3% | +12.5% | +9.5% |
| 3M | +8.7% | -2.2% | +10.9% | +9.0% |
| 6M | +29.1% | -19.9% | +49.0% | +37.6% |
| YTD | +53.7% | -19.3% | +73.0% | +63.1% |
| 1Y | +43.2% | -19.6% | +62.8% | +51.9% |
| 3Y | +21.4% | -11.5% | +32.9% | +23.0% |
| 5Y | +67.1% | -16.8% | +83.9% | +67.6% |
| All | +67.1% | -17.1% | +84.2% | +67.6% |
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