+291.1%
APH vs OTIS
-10.2%
+301.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | -3.9% | -2.0% | -1.9% | -3.4% |
| 3M | +13.0% | +2.6% | +10.4% | +11.6% |
| 6M | +25.2% | -20.9% | +46.1% | +32.8% |
| YTD | +22.9% | -17.1% | +40.0% | +28.6% |
| 1Y | +47.8% | -15.9% | +63.7% | +53.5% |
| All | +291.1% | -10.2% | +301.3% | +261.9% |
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