+69.1%
OTIS vs AJG
+261.4%
-192.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | -3.0% | -8.3% | +5.3% | +0.3% |
| 30D | -6.0% | -5.7% | -0.3% | -3.9% |
| 3M | -0.9% | +9.1% | -10.0% | -4.6% |
| 6M | -17.3% | +15.2% | -32.5% | -22.5% |
| YTD | -19.6% | -6.3% | -13.3% | -18.3% |
| 1Y | -21.0% | -19.1% | -1.9% | -14.8% |
| 3Y | -12.1% | +8.2% | -20.3% | -19.1% |
| 5Y | -17.1% | +75.6% | -92.7% | -40.4% |
| All | +69.1% | +261.4% | -192.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling