+74.2%
OTIS vs ACGL
+282.1%
-207.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -2.0% | -1.0% | -1.0% | -1.7% |
| 3M | +2.6% | +11.0% | -8.5% | -1.1% |
| 6M | -20.9% | -0.3% | -20.6% | -21.0% |
| YTD | -17.1% | +2.3% | -19.4% | -18.0% |
| 1Y | -15.9% | +6.4% | -22.3% | -18.0% |
| 3Y | -12.7% | +34.0% | -46.7% | -23.2% |
| 5Y | -15.7% | +161.6% | -177.4% | -43.4% |
| All | +74.2% | +282.1% | -207.9% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling