+959.0%
APA vs OTIS
+87.9%
+871.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +0.8% | -5.0% | +5.8% | +3.2% |
| 30D | +9.6% | -6.5% | +16.1% | +12.9% |
| 3M | +18.0% | -2.0% | +20.0% | +18.1% |
| 6M | +41.9% | -20.2% | +62.1% | +56.0% |
| YTD | +86.3% | -21.0% | +107.3% | +105.5% |
| 1Y | +97.9% | -20.9% | +118.7% | +117.7% |
| 3Y | +12.8% | -13.3% | +26.1% | +14.1% |
| 5Y | +177.2% | -18.5% | +195.7% | +185.7% |
| All | +959.0% | +87.9% | +871.1% | +707.8% |
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