-48.3%
AXON vs OTIS
-12.0%
-36.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -27.4% | +1.7% | -29.1% | -27.7% |
| 30D | -28.5% | +18.5% | -46.9% | -32.8% |
| 3M | -49.3% | +7.9% | -57.1% | -50.8% |
| 6M | -25.0% | +5.7% | -30.7% | -26.4% |
| YTD | -46.7% | -9.1% | -37.7% | -43.3% |
| 1Y | -48.3% | -11.6% | -36.7% | -45.0% |
| All | -48.3% | -12.0% | -36.3% | -45.0% |
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 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