+378.5%
APP vs OTIS
+8.4%
+370.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | -10.0% | -4.7% | -5.3% | -7.7% |
| 3M | -44.6% | +1.2% | -45.9% | -45.7% |
| 6M | -37.9% | -20.5% | -17.3% | -29.5% |
| YTD | -53.7% | -18.4% | -35.2% | -49.2% |
| 1Y | -43.0% | -18.1% | -24.9% | -37.9% |
| 3Y | +640.8% | -10.6% | +651.3% | +592.5% |
| 5Y | +358.8% | -16.1% | +374.9% | +304.0% |
| All | +378.5% | +8.4% | +370.2% | +281.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling