+136.0%
APO vs OTIS
-17.1%
+153.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -1.0% | -2.2% | +1.2% | +0.4% |
| 30D | -0.4% | -4.3% | +4.0% | +2.3% |
| 3M | -0.9% | -2.2% | +1.3% | +0.1% |
| 6M | +22.1% | -19.9% | +42.0% | +39.4% |
| YTD | -8.4% | -19.3% | +10.9% | +3.5% |
| 1Y | -0.9% | -19.6% | +18.6% | +11.9% |
| 3Y | +56.1% | -11.5% | +67.7% | +55.2% |
| 5Y | +136.0% | -16.8% | +152.8% | +135.9% |
| All | +136.0% | -17.1% | +153.1% | +135.9% |
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 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