+182.3%
AXON vs OTIS
-15.5%
+197.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -14.2% | -0.7% | -13.4% | -13.8% |
| 30D | -15.4% | -2.0% | -13.4% | -14.7% |
| 3M | +0.5% | +2.6% | -2.1% | -1.1% |
| 6M | -9.5% | -20.9% | +11.4% | +1.3% |
| YTD | -9.2% | -17.1% | +7.9% | -0.9% |
| 1Y | -29.4% | -15.9% | -13.5% | -23.7% |
| 3Y | +139.4% | -12.7% | +152.2% | +136.1% |
| All | +182.3% | -15.5% | +197.8% | +161.1% |
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