+1,057.8%
APA vs OTIS
+114.5%
+943.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | +8.5% | -1.8% | +10.4% | +9.4% |
| 30D | +2.8% | +12.1% | -9.4% | -2.9% |
| 3M | +21.7% | +6.8% | +14.9% | +17.3% |
| 6M | +32.6% | +7.1% | +25.5% | +26.5% |
| YTD | +103.7% | -9.8% | +113.5% | +110.1% |
| 1Y | +101.8% | -12.6% | +114.4% | +111.8% |
| 3Y | +48.1% | +0.1% | +48.0% | +39.3% |
| 5Y | +91.9% | -1.7% | +93.6% | +79.6% |
| All | +1,057.8% | +114.5% | +943.3% | +726.1% |
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 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