+134.7%
ALNY vs OTIS
+91.3%
+43.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | -6.5% | -3.0% | -3.6% | -5.6% |
| 30D | +11.0% | -6.0% | +17.1% | +13.3% |
| 3M | -14.1% | -0.9% | -13.2% | -13.6% |
| 6M | -22.4% | -17.3% | -5.1% | -17.6% |
| YTD | -37.5% | -19.6% | -17.9% | -33.2% |
| 1Y | -46.9% | -21.0% | -25.9% | -43.1% |
| 3Y | +22.1% | -12.1% | +34.2% | +25.6% |
| 5Y | +31.2% | -17.1% | +48.3% | +33.7% |
| All | +134.7% | +91.3% | +43.4% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling