-16.5%
OTIS vs AGI
+400.3%
-416.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -3.0% | -2.7% | -0.2% | -2.7% |
| 30D | -6.0% | +7.2% | -13.3% | -6.7% |
| 3M | -0.9% | +4.3% | -5.1% | -1.5% |
| 6M | -17.3% | -27.1% | +9.8% | -15.3% |
| YTD | -19.6% | -6.6% | -13.0% | -19.9% |
| 1Y | -21.0% | +9.5% | -30.5% | -23.0% |
| 3Y | -12.1% | +208.4% | -220.5% | -25.8% |
| All | -16.5% | +400.3% | -416.8% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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