+296.4%
ARM vs OTIS
-8.2%
+304.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +5.5% | -0.7% | +6.2% | +5.8% |
| 30D | -8.2% | -2.0% | -6.2% | -7.5% |
| 3M | -35.9% | +2.6% | -38.5% | -36.9% |
| 6M | +103.1% | -20.9% | +124.0% | +124.3% |
| YTD | +130.6% | -17.1% | +147.7% | +148.0% |
| 1Y | +86.1% | -15.9% | +102.0% | +97.7% |
| All | +296.4% | -8.2% | +304.6% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling