-20.6%
OTIS vs ADVB
-97.5%
+76.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.6% |
| 7D | +4.2% | -13.9% | +18.2% | +4.2% |
| 30D | +20.1% | -68.1% | +88.2% | +19.7% |
| 3M | +7.6% | -73.4% | +81.0% | +7.2% |
| 6M | +4.2% | -70.8% | +75.0% | +3.5% |
| YTD | -8.1% | -66.1% | +58.0% | -8.7% |
| 1Y | -11.5% | -77.5% | +66.0% | -11.7% |
| All | -20.6% | -97.5% | +76.9% | -16.2% |
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