+282.2%
APH vs OTIS
+4.5%
+277.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | -5.9% | +4.2% | -10.2% | -7.8% |
| 30D | -14.8% | +20.1% | -34.9% | -22.3% |
| 3M | -12.4% | +7.6% | -20.0% | -16.0% |
| 6M | +8.1% | +4.2% | +3.9% | +5.1% |
| YTD | +10.9% | -8.1% | +19.0% | +14.4% |
| 1Y | +8.8% | -11.5% | +20.3% | +14.4% |
| 3Y | +262.1% | +3.8% | +258.3% | +219.2% |
| All | +282.2% | +4.5% | +277.7% | +225.7% |
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