+10.3%
APA vs OTIS
-10.9%
+21.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +15.7% | -4.7% | +20.5% | +16.5% |
| 3M | +16.5% | +1.2% | +15.2% | +15.6% |
| 6M | +35.1% | -20.5% | +55.6% | +43.2% |
| YTD | +82.2% | -18.4% | +100.7% | +91.1% |
| 1Y | +102.5% | -18.1% | +120.6% | +111.8% |
| 3Y | +10.3% | -10.6% | +20.9% | +11.0% |
| All | +10.3% | -10.9% | +21.2% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling