+506.6%
APP vs OTIS
+20.9%
+485.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | +61.1% | +1.7% | +59.4% | +59.8% |
| 30D | +42.8% | +18.5% | +24.3% | +29.8% |
| 3M | +16.7% | +7.9% | +8.8% | +11.3% |
| 6M | -15.6% | +5.7% | -21.3% | -19.3% |
| YTD | -41.3% | -9.1% | -32.3% | -39.6% |
| 1Y | -39.3% | -11.6% | -27.7% | -36.4% |
| 3Y | +803.2% | +0.6% | +802.6% | +686.0% |
| 5Y | +313.2% | +1.8% | +311.3% | +236.7% |
| All | +506.6% | +20.9% | +485.7% | +353.5% |
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