+40.8%
OTIS vs ACI
+25.9%
+14.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -2.0% | +5.9% | -7.9% | -2.6% |
| 3M | +2.6% | -19.8% | +22.3% | +4.4% |
| 6M | -20.9% | -24.7% | +3.8% | -19.1% |
| YTD | -17.1% | -24.4% | +7.3% | -15.3% |
| 1Y | -15.9% | -31.5% | +15.6% | -13.3% |
| 3Y | -12.7% | -38.7% | +25.9% | -9.3% |
| 5Y | -15.7% | -42.8% | +27.1% | -13.0% |
| All | +40.8% | +25.9% | +14.9% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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