+35.8%
ARM vs OTIS
-12.5%
+48.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.3% |
| 7D | +9.1% | -1.3% | +10.4% | +8.8% |
| 30D | -19.9% | +12.8% | -32.7% | -18.0% |
| 3M | -31.6% | +7.4% | -39.0% | -29.4% |
| 6M | -13.9% | +7.7% | -21.6% | -10.6% |
| YTD | +74.3% | -9.3% | +83.6% | +81.2% |
| 1Y | +35.8% | -12.1% | +47.9% | +38.8% |
| All | +35.8% | -12.5% | +48.3% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling