+391.7%
APP vs OTIS
+10.2%
+381.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.9% | -0.7% | +1.6% | +1.3% |
| 30D | -23.3% | -2.0% | -21.3% | -22.7% |
| 3M | -42.6% | +2.6% | -45.2% | -44.1% |
| 6M | -33.6% | -20.9% | -12.7% | -24.3% |
| YTD | -52.4% | -17.1% | -35.3% | -48.3% |
| 1Y | -35.9% | -15.9% | -20.0% | -31.4% |
| 3Y | +642.2% | -12.7% | +655.0% | +614.7% |
| 5Y | +311.1% | -15.7% | +326.8% | +260.2% |
| All | +391.7% | +10.2% | +381.5% | +288.2% |
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