+274.7%
AG vs OTIS
+93.9%
+180.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +4.5% | -0.8% | +5.2% | +4.8% |
| 30D | +12.9% | -4.7% | +17.6% | +15.0% |
| 3M | +20.9% | +1.2% | +19.7% | +20.0% |
| 6M | -19.5% | -20.5% | +1.0% | -12.4% |
| YTD | +24.8% | -18.4% | +43.2% | +34.1% |
| 1Y | +120.2% | -18.1% | +138.3% | +135.7% |
| 3Y | +279.0% | -10.6% | +289.6% | +289.8% |
| 5Y | +67.9% | -16.1% | +84.0% | +70.8% |
| All | +274.7% | +93.9% | +180.7% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling