+400.4%
ALAB vs OTIS
-24.4%
+424.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +9.7% |
| 7D | +7.2% | -0.7% | +8.0% | +7.2% |
| 30D | -2.5% | -2.0% | -0.5% | -2.6% |
| 3M | -13.3% | +2.6% | -15.9% | -13.4% |
| 6M | +172.8% | -20.9% | +193.8% | +175.2% |
| YTD | +86.6% | -17.1% | +103.7% | +87.1% |
| 1Y | +65.2% | -15.9% | +81.1% | +64.5% |
| All | +400.4% | -24.4% | +424.8% | +387.7% |
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 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