-4.5%
AKAM vs OTIS
-17.8%
+13.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | +1.5% | -3.0% | +4.5% | +2.5% |
| 30D | -13.0% | -6.0% | -7.0% | -11.2% |
| 3M | -19.4% | -0.9% | -18.5% | -19.7% |
| 6M | +0.3% | -17.3% | +17.6% | +6.9% |
| YTD | +22.4% | -19.6% | +42.0% | +31.4% |
| 1Y | +34.8% | -21.0% | +55.9% | +45.7% |
| 3Y | +1.9% | -12.1% | +14.0% | +2.8% |
| All | -4.5% | -17.8% | +13.3% | -5.3% |
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