+74.2%
OTIS vs ACM
+196.8%
-122.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | -3.7% | +3.0% | +0.5% |
| 30D | -2.0% | -11.1% | +9.1% | +1.5% |
| 3M | +2.6% | -8.0% | +10.5% | +4.8% |
| 6M | -20.9% | -29.7% | +8.7% | -11.5% |
| YTD | -17.1% | -29.4% | +12.3% | -8.2% |
| 1Y | -15.9% | -46.4% | +30.5% | +3.1% |
| 3Y | -12.7% | -22.3% | +9.6% | -9.3% |
| 5Y | -15.7% | +4.5% | -20.2% | -22.5% |
| All | +74.2% | +196.8% | -122.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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