+4.3%
OTIS vs ACGL
+159.2%
-154.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.3% |
| 7D | +4.2% | +0.9% | +3.4% | +4.0% |
| 30D | +20.1% | +13.7% | +6.4% | +15.4% |
| 3M | +7.6% | +8.0% | -0.5% | +5.0% |
| 6M | +4.2% | +13.3% | -9.1% | +0.1% |
| YTD | -8.1% | +11.8% | -19.9% | -11.4% |
| 1Y | -11.5% | +22.2% | -33.7% | -16.9% |
| 3Y | +3.8% | +32.5% | -28.7% | -6.5% |
| All | +4.3% | +159.2% | -154.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling