+360.3%
AXP vs OTIS
+97.1%
+263.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | +4.6% | +2.6% | +2.1% | +3.0% |
| 6M | +5.4% | -20.9% | +26.3% | +18.8% |
| YTD | -11.1% | -17.1% | +6.0% | -2.5% |
| 1Y | -0.3% | -15.9% | +15.6% | +8.4% |
| 3Y | +111.6% | -12.7% | +124.3% | +118.5% |
| 5Y | +117.6% | -15.7% | +133.3% | +124.0% |
| All | +360.3% | +97.1% | +263.2% | +239.5% |
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