+416.2%
APO vs OTIS
+93.9%
+322.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | +3.9% | -4.7% | +8.6% | +6.8% |
| 3M | +3.8% | +1.2% | +2.5% | +2.7% |
| 6M | +22.3% | -20.5% | +42.8% | +39.2% |
| YTD | -7.8% | -18.4% | +10.6% | +2.9% |
| 1Y | -0.3% | -18.1% | +17.8% | +10.7% |
| 3Y | +57.1% | -10.6% | +67.7% | +59.7% |
| 5Y | +137.0% | -16.1% | +153.0% | +146.4% |
| All | +416.2% | +93.9% | +322.3% | +239.6% |
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