-13.4%
OTIS vs ACGL
+20.5%
-33.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -3.0% | -1.2% | -1.8% | -2.4% |
| 30D | +14.0% | +12.8% | +1.2% | +8.1% |
| 3M | +4.9% | +12.3% | -7.4% | -0.4% |
| 6M | +5.4% | +15.8% | -10.5% | -1.1% |
| YTD | -10.2% | +13.9% | -24.1% | -14.2% |
| 1Y | -13.4% | +19.0% | -32.4% | -19.4% |
| All | -13.4% | +20.5% | -33.9% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling