-16.6%
APP vs OTIS
+4.0%
-20.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +9.7% |
| 7D | +71.2% | +4.2% | +67.0% | +72.5% |
| 30D | +39.1% | +20.1% | +19.0% | +45.6% |
| 3M | +16.5% | +7.6% | +9.0% | +16.0% |
| 6M | -16.6% | +4.2% | -20.7% | -10.7% |
| All | -16.6% | +4.0% | -20.6% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling