+117.0%
AXP vs OTIS
-15.5%
+132.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | -0.7% | -1.4% | -1.7% |
| 30D | -6.5% | -2.0% | -4.5% | -5.5% |
| 3M | +4.6% | +2.6% | +2.1% | +2.9% |
| 6M | +5.4% | -20.9% | +26.3% | +19.7% |
| YTD | -11.1% | -17.1% | +6.0% | -2.0% |
| 1Y | -0.3% | -15.9% | +15.6% | +8.9% |
| 3Y | +111.6% | -12.7% | +124.3% | +114.6% |
| All | +117.0% | -15.5% | +132.5% | +110.3% |
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 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