-29.6%
OTIS vs ADVB
-88.8%
+59.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.6% |
| 7D | -0.8% | -14.0% | +13.2% | -0.8% |
| 30D | -4.7% | +41.0% | -45.7% | -4.8% |
| 3M | +1.2% | +127.9% | -126.7% | +0.4% |
| 6M | -20.5% | +101.3% | -121.9% | -21.0% |
| YTD | -18.4% | +53.8% | -72.2% | -18.8% |
| 1Y | -18.1% | +4.4% | -22.5% | -18.1% |
| All | -29.6% | -88.8% | +59.2% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling