+67.3%
AG vs OTIS
-19.0%
+86.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.8% | -3.8% |
| 7D | -5.8% | -5.0% | -0.8% | -3.3% |
| 30D | +6.4% | -6.5% | +12.8% | +10.0% |
| 3M | +28.4% | -2.0% | +30.3% | +29.1% |
| 6M | -24.5% | -20.2% | -4.3% | -15.7% |
| YTD | +21.2% | -21.0% | +42.2% | +35.2% |
| 1Y | +114.1% | -20.9% | +135.0% | +137.9% |
| 3Y | +268.0% | -13.3% | +281.4% | +278.7% |
| 5Y | +67.3% | -18.5% | +85.9% | +61.4% |
| All | +67.3% | -19.0% | +86.3% | +61.4% |
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