+193.0%
ARM vs OTIS
+1.5%
+191.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | -30.0% | +19.4% | -49.5% | -33.9% |
| 3M | -34.1% | +7.1% | -41.2% | -35.3% |
| 6M | -12.6% | +6.6% | -19.2% | -14.3% |
| YTD | +70.4% | -8.3% | +78.7% | +77.5% |
| 1Y | +22.3% | -11.6% | +33.9% | +29.6% |
| 3Y | +261.2% | +3.1% | +258.1% | +199.5% |
| All | +193.0% | +1.5% | +191.4% | +146.0% |
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