+1,017.2%
APA vs OTIS
+114.5%
+902.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | +5.1% | -2.9% | +7.9% | +6.4% |
| 30D | +0.3% | +16.1% | -15.8% | -6.7% |
| 3M | +15.6% | +6.7% | +8.9% | +11.4% |
| 6M | +28.9% | +6.0% | +22.9% | +23.7% |
| YTD | +96.6% | -9.8% | +106.3% | +102.8% |
| 1Y | +95.5% | -12.3% | +107.9% | +104.8% |
| 3Y | +41.8% | -0.2% | +42.1% | +33.7% |
| 5Y | +85.4% | +1.0% | +84.4% | +71.0% |
| All | +1,017.2% | +114.5% | +902.7% | +697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling