-16.5%
OTIS vs AFL
+133.8%
-150.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -3.0% | -1.6% | -1.3% | -2.2% |
| 30D | -6.0% | -4.0% | -2.0% | -4.3% |
| 3M | -0.9% | -0.5% | -0.4% | -0.8% |
| 6M | -17.3% | +6.5% | -23.9% | -20.0% |
| YTD | -19.6% | +6.2% | -25.7% | -22.1% |
| 1Y | -21.0% | +8.3% | -29.3% | -24.3% |
| 3Y | -12.1% | +62.5% | -74.6% | -32.7% |
| All | -16.5% | +133.8% | -150.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling