+3.8%
OTIS vs ABCL
+156.0%
-152.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -0.8% |
| 7D | +4.2% | -3.2% | +7.4% | +4.3% |
| 30D | +20.1% | -7.4% | +27.5% | +20.2% |
| 3M | +7.6% | +81.9% | -74.3% | +5.6% |
| 6M | +4.2% | +135.7% | -131.5% | +1.0% |
| YTD | -8.1% | +247.4% | -255.5% | -12.5% |
| 1Y | -11.5% | +162.3% | -173.8% | -14.8% |
| 3Y | +3.8% | +165.5% | -161.7% | -2.5% |
| All | +3.8% | +156.0% | -152.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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