+69.6%
OTIS vs AFL
+431.7%
-362.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.2% | -2.1% | 0.0% | -1.4% |
| 30D | -4.3% | -5.4% | +1.1% | -2.4% |
| 3M | -2.2% | -0.3% | -1.9% | -2.2% |
| 6M | -19.9% | +5.2% | -25.1% | -21.5% |
| YTD | -19.3% | +5.7% | -25.0% | -21.2% |
| 1Y | -19.6% | +10.2% | -29.8% | -22.7% |
| 3Y | -11.5% | +63.4% | -75.0% | -26.9% |
| 5Y | -16.8% | +133.0% | -149.8% | -39.2% |
| All | +69.6% | +431.7% | -362.1% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling