-6.7%
AXP vs OTIS
-9.8%
+3.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +0.9% |
| 7D | +4.6% | +9.5% | -4.9% | +1.6% |
| 30D | +9.7% | +21.1% | -11.4% | +3.1% |
| 3M | -3.8% | +9.0% | -12.8% | -6.2% |
| 6M | +4.8% | +6.4% | -1.6% | +3.0% |
| YTD | -9.1% | -7.1% | -2.0% | -5.6% |
| 1Y | -6.7% | -10.1% | +3.4% | -0.3% |
| All | -6.7% | -9.8% | +3.1% | -0.3% |
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