+311.3%
ARM vs OTIS
-9.7%
+321.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +4.4% |
| 7D | +11.4% | -0.8% | +12.1% | +11.7% |
| 30D | -7.4% | -4.7% | -2.7% | -5.7% |
| 3M | -24.5% | +1.2% | -25.7% | -25.3% |
| 6M | +128.7% | -20.5% | +149.2% | +151.4% |
| YTD | +139.3% | -18.4% | +157.7% | +158.9% |
| 1Y | +88.0% | -18.1% | +106.0% | +102.0% |
| All | +311.3% | -9.7% | +321.0% | +258.8% |
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