+175.6%
APA vs OTIS
-17.1%
+192.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.4% |
| 7D | +0.3% | -2.2% | +2.5% | +1.1% |
| 30D | +9.3% | -4.3% | +13.6% | +11.1% |
| 3M | +23.3% | -2.2% | +25.5% | +23.5% |
| 6M | +39.5% | -19.9% | +59.4% | +52.4% |
| YTD | +87.6% | -19.3% | +106.9% | +103.7% |
| 1Y | +114.2% | -19.6% | +133.8% | +132.6% |
| 3Y | +13.6% | -11.5% | +25.1% | +11.8% |
| 5Y | +175.6% | -16.8% | +192.4% | +185.2% |
| All | +175.6% | -17.1% | +192.7% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling