-22.1%
OTIS vs ADVB
-96.8%
+74.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.6% | +24.0% | +0.3% |
| 7D | -1.8% | +27.8% | -29.6% | -1.6% |
| 30D | +12.1% | -50.8% | +62.9% | +12.1% |
| 3M | +6.8% | -70.5% | +77.3% | +6.7% |
| 6M | +7.1% | -46.7% | +53.8% | +6.3% |
| YTD | -9.8% | -56.7% | +46.9% | -10.2% |
| 1Y | -12.6% | -71.8% | +59.2% | -12.6% |
| All | -22.1% | -96.8% | +74.7% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling