-10.1%
OTIS vs AJG
+19.3%
-29.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | +2.5% |
| 7D | +9.5% | +10.7% | -1.2% | +6.8% |
| 30D | +21.1% | +26.9% | -5.8% | +14.8% |
| 3M | +9.0% | +16.6% | -7.6% | +5.1% |
| 6M | +6.4% | +40.1% | -33.7% | +0.1% |
| YTD | -7.1% | +12.4% | -19.6% | -10.2% |
| 1Y | -10.1% | +15.9% | -26.1% | -13.6% |
| All | -10.1% | +19.3% | -29.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling