-55.4%
APP vs OTIS
-9.8%
-45.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.9% | +6.8% | +12.1% |
| 7D | +4.5% | +9.5% | -5.0% | +8.4% |
| 30D | -3.6% | +21.1% | -24.7% | +4.4% |
| 3M | -35.3% | +9.0% | -44.3% | -33.6% |
| 6M | -42.8% | +6.4% | -49.2% | -41.3% |
| YTD | -59.7% | -7.1% | -52.6% | -62.0% |
| 1Y | -55.4% | -10.1% | -45.2% | -59.9% |
| All | -55.4% | -9.8% | -45.6% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling