+228.9%
ARM vs OTIS
+4.7%
+224.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | -15.2% | +4.2% | -19.5% | -16.0% |
| 30D | -40.7% | +20.1% | -60.8% | -43.7% |
| 3M | -39.1% | +7.6% | -46.7% | -40.1% |
| 6M | -26.4% | +4.2% | -30.6% | -26.9% |
| YTD | +59.7% | -8.1% | +67.8% | +66.1% |
| 1Y | +10.3% | -11.5% | +21.9% | +16.7% |
| 3Y | +228.9% | +3.8% | +225.1% | +226.5% |
| All | +228.9% | +4.7% | +224.2% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling