+71.4%
OTIS vs ACGL
+272.8%
-201.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | -0.8% | -2.9% | +2.2% | +0.2% |
| 30D | -4.7% | -2.8% | -1.9% | -3.8% |
| 3M | +1.2% | +6.8% | -5.6% | -1.1% |
| 6M | -20.5% | -1.5% | -19.0% | -20.3% |
| YTD | -18.4% | -0.2% | -18.2% | -18.6% |
| 1Y | -18.1% | +5.3% | -23.4% | -19.9% |
| 3Y | -10.6% | +30.3% | -40.8% | -20.5% |
| 5Y | -16.1% | +151.8% | -167.9% | -42.9% |
| All | +71.4% | +272.8% | -201.4% | -3.5% |
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