-10.9%
AXP vs OTIS
-11.3%
+0.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | +5.2% | +19.4% | -14.2% | -0.6% |
| 3M | -4.6% | +7.1% | -11.7% | -6.3% |
| 6M | +3.2% | +6.6% | -3.3% | +1.4% |
| YTD | -11.3% | -8.3% | -3.0% | -7.6% |
| All | -10.9% | -11.3% | +0.4% | -5.1% |
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 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