+90.7%
OTIS vs ACGL
+326.9%
-236.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.3% | +2.2% | -3.5% | -2.0% |
| 30D | +12.8% | +12.3% | +0.5% | +8.4% |
| 3M | +7.4% | +11.8% | -4.4% | +3.4% |
| 6M | +7.7% | +17.5% | -9.7% | +1.8% |
| YTD | -9.3% | +14.3% | -23.5% | -13.5% |
| 1Y | -12.1% | +18.2% | -30.3% | -17.2% |
| 3Y | +0.6% | +33.2% | -32.5% | -10.6% |
| 5Y | -1.1% | +174.3% | -175.4% | -34.4% |
| All | +90.7% | +326.9% | -236.2% | +2.5% |
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