+864.9%
APH vs OTIS
+115.8%
+749.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -2.2% |
| 7D | +4.9% | -1.3% | +6.2% | +5.4% |
| 30D | -5.4% | +12.8% | -18.2% | -10.7% |
| 3M | -5.5% | +7.4% | -12.8% | -9.1% |
| 6M | +25.9% | +7.7% | +18.2% | +20.3% |
| YTD | +16.4% | -9.3% | +25.6% | +19.9% |
| 1Y | +16.5% | -12.1% | +28.6% | +21.7% |
| 3Y | +270.9% | +0.6% | +270.2% | +249.5% |
| 5Y | +289.5% | -1.1% | +290.6% | +264.9% |
| All | +864.9% | +115.8% | +749.2% | +618.4% |
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