-62.0%
ALNY vs OTIS
-9.8%
-52.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | -0.1% |
| 7D | -30.7% | +9.5% | -40.2% | -32.4% |
| 30D | -26.7% | +21.1% | -47.9% | -31.6% |
| 3M | -26.4% | +9.0% | -35.5% | -28.2% |
| 6M | -45.9% | +6.4% | -52.4% | -47.0% |
| YTD | -59.5% | -7.1% | -52.4% | -59.5% |
| 1Y | -62.0% | -10.1% | -51.8% | -62.1% |
| All | -62.0% | -9.8% | -52.2% | -62.1% |
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