-10.1%
OTIS vs ADVB
-76.7%
+66.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.4% | +3.8% |
| 7D | +9.5% | -29.5% | +39.0% | +9.1% |
| 30D | +21.1% | -66.9% | +88.0% | +20.1% |
| 3M | +9.0% | -73.7% | +82.7% | +8.0% |
| 6M | +6.4% | -64.8% | +71.2% | +5.6% |
| YTD | -7.1% | -64.0% | +56.9% | -7.4% |
| 1Y | -10.1% | -77.0% | +66.8% | -10.1% |
| All | -10.1% | -76.7% | +66.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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