-13.4%
OTIS vs ABCL
-41.3%
+27.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -2.0% | +93.1% | -95.1% | -5.7% |
| 3M | +2.6% | +79.4% | -76.9% | -1.2% |
| 6M | -20.9% | +214.9% | -235.8% | -26.8% |
| YTD | -17.1% | +234.2% | -251.3% | -23.9% |
| 1Y | -15.9% | +174.8% | -190.7% | -22.2% |
| 3Y | -12.7% | +104.5% | -117.2% | -19.7% |
| All | -13.4% | -41.3% | +27.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling