+71.9%
AXON vs OTIS
+3.9%
+68.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -28.7% | +0.5% | -29.2% | -28.9% |
| 30D | -28.3% | +19.4% | -47.7% | -34.5% |
| 3M | -46.9% | +7.1% | -54.0% | -48.7% |
| 6M | -24.9% | +6.6% | -31.4% | -27.5% |
| YTD | -46.6% | -8.3% | -38.3% | -44.5% |
| 1Y | -49.7% | -11.6% | -38.1% | -46.7% |
| 3Y | +40.6% | +3.1% | +37.4% | +24.3% |
| 5Y | +71.9% | +2.5% | +69.4% | +45.5% |
| All | +71.9% | +3.9% | +68.0% | +45.5% |
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