+355.9%
APH vs OTIS
-15.5%
+371.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +5.0% | -0.7% | +5.7% | +5.3% |
| 30D | -3.9% | -2.0% | -1.9% | -3.0% |
| 3M | +13.0% | +2.6% | +10.4% | +10.6% |
| 6M | +25.2% | -20.9% | +46.1% | +40.5% |
| YTD | +22.9% | -17.1% | +40.0% | +33.9% |
| 1Y | +47.8% | -15.9% | +63.7% | +58.9% |
| 3Y | +283.0% | -12.7% | +295.8% | +278.8% |
| All | +355.9% | -15.5% | +371.4% | +330.2% |
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