+214.2%
ARM vs OTIS
-0.6%
+214.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +19.8% | -3.0% | +22.8% | +20.6% |
| 30D | -21.8% | +14.0% | -35.8% | -25.1% |
| 3M | -26.5% | +4.9% | -31.4% | -27.6% |
| 6M | -3.9% | +5.4% | -9.3% | -5.8% |
| YTD | +82.8% | -10.2% | +93.0% | +91.2% |
| 1Y | +34.3% | -13.4% | +47.7% | +43.0% |
| 3Y | +282.2% | -0.7% | +282.9% | +225.4% |
| All | +214.2% | -0.6% | +214.7% | +165.0% |
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