+384.5%
ALAB vs OTIS
-26.4%
+410.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.0% |
| 7D | +9.6% | -2.2% | +11.8% | +9.5% |
| 30D | -5.3% | -4.3% | -0.9% | -5.4% |
| 3M | -12.0% | -2.2% | -9.9% | -12.2% |
| 6M | +145.7% | -19.9% | +165.6% | +147.2% |
| YTD | +80.7% | -19.3% | +100.0% | +80.9% |
| 1Y | +40.1% | -19.6% | +59.7% | +40.1% |
| All | +384.5% | -26.4% | +410.9% | +371.7% |
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