+731.6%
AXON vs OTIS
+97.1%
+634.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -14.2% | -0.7% | -13.4% | -13.9% |
| 30D | -15.4% | -2.0% | -13.4% | -14.8% |
| 3M | +0.5% | +2.6% | -2.1% | -0.8% |
| 6M | -9.5% | -20.9% | +11.4% | -1.1% |
| YTD | -9.2% | -17.1% | +7.9% | -2.7% |
| 1Y | -29.4% | -15.9% | -13.5% | -24.9% |
| 3Y | +139.4% | -12.7% | +152.2% | +143.3% |
| 5Y | +178.9% | -15.7% | +194.6% | +177.2% |
| All | +731.6% | +97.1% | +634.5% | +602.5% |
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 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