-26.4%
ARM vs OTIS
+4.0%
-30.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.3% |
| 7D | -15.2% | +4.2% | -19.5% | -12.4% |
| 30D | -40.7% | +20.1% | -60.8% | -33.8% |
| 3M | -39.1% | +7.6% | -46.7% | -34.0% |
| 6M | -26.4% | +4.2% | -30.6% | -17.0% |
| All | -26.4% | +4.0% | -30.5% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling