+174.6%
ARM vs OTIS
+1.8%
+172.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | -15.2% | +4.2% | -19.5% | -16.2% |
| 30D | -40.7% | +20.1% | -60.8% | -44.1% |
| 3M | -39.1% | +7.6% | -46.7% | -40.3% |
| 6M | -26.4% | +4.2% | -30.6% | -27.1% |
| YTD | +59.7% | -8.1% | +67.8% | +66.3% |
| 1Y | +10.3% | -11.5% | +21.9% | +17.0% |
| 3Y | +228.9% | +3.8% | +225.1% | +171.1% |
| All | +174.6% | +1.8% | +172.8% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling