+24.5%
ALAB vs OTIS
-9.8%
+34.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.3% | -1.3% |
| 7D | -24.9% | +9.5% | -34.4% | -18.9% |
| 30D | -38.4% | +21.1% | -59.5% | -29.1% |
| 3M | -38.3% | +9.0% | -47.3% | -33.2% |
| 6M | +10.9% | +6.4% | +4.5% | +19.1% |
| YTD | +34.2% | -7.1% | +41.3% | +30.4% |
| 1Y | +24.5% | -10.1% | +34.6% | +20.8% |
| All | +24.5% | -9.8% | +34.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling