+92.7%
OTIS vs ACGL
+321.1%
-228.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | +19.4% | +13.1% | +6.3% | +14.5% |
| 3M | +7.1% | +9.8% | -2.7% | +3.7% |
| 6M | +6.6% | +15.3% | -8.7% | +1.4% |
| YTD | -8.3% | +12.7% | -21.0% | -12.2% |
| 1Y | -11.6% | +20.7% | -32.3% | -17.3% |
| 3Y | +3.1% | +34.3% | -31.2% | -8.7% |
| 5Y | +2.5% | +170.6% | -168.1% | -31.7% |
| All | +92.7% | +321.1% | -228.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling