+895.5%
APH vs OTIS
+118.0%
+777.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.4% | +8.3% |
| 7D | +1.1% | +0.5% | +0.6% | +0.7% |
| 30D | -7.5% | +19.4% | -26.9% | -14.9% |
| 3M | -4.4% | +7.1% | -11.5% | -8.0% |
| 6M | +26.5% | +6.6% | +19.9% | +21.6% |
| YTD | +20.0% | -8.3% | +28.4% | +23.2% |
| 1Y | +16.9% | -11.6% | +28.5% | +21.8% |
| 3Y | +288.5% | +3.1% | +285.4% | +261.8% |
| 5Y | +310.3% | +2.5% | +307.8% | +279.1% |
| All | +895.5% | +118.0% | +777.5% | +638.1% |
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