+253.2%
AG vs OTIS
+91.3%
+161.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.6% |
| 7D | -6.7% | -3.0% | -3.8% | -5.7% |
| 30D | +2.2% | -6.0% | +8.2% | +4.6% |
| 3M | +15.7% | -0.9% | +16.6% | +15.7% |
| 6M | -23.8% | -17.3% | -6.5% | -18.3% |
| YTD | +17.6% | -19.6% | +37.2% | +27.1% |
| 1Y | +88.6% | -21.0% | +109.7% | +104.7% |
| 3Y | +253.4% | -12.1% | +265.5% | +265.9% |
| 5Y | +62.4% | -17.1% | +79.5% | +66.1% |
| All | +253.2% | +91.3% | +161.9% | +249.1% |
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