+117.0%
AXP vs OTIS
+4.7%
+112.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +0.6% | +4.2% | -3.6% | -0.9% |
| 30D | +5.8% | +20.1% | -14.3% | -1.0% |
| 3M | -6.0% | +7.6% | -13.6% | -8.5% |
| 6M | +0.3% | +4.2% | -3.9% | -1.3% |
| YTD | -12.3% | -8.1% | -4.2% | -9.6% |
| 1Y | -11.2% | -11.5% | +0.3% | -7.2% |
| 3Y | +117.0% | +3.8% | +113.2% | +104.4% |
| All | +117.0% | +4.7% | +112.4% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling