-16.1%
OTIS vs ALB
-43.6%
+27.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -0.8% | -4.4% | +3.6% | -0.2% |
| 30D | -4.7% | -1.2% | -3.6% | -4.7% |
| 3M | +1.2% | -13.3% | +14.5% | +2.7% |
| 6M | -20.5% | -19.8% | -0.8% | -19.1% |
| YTD | -18.4% | -7.9% | -10.5% | -19.4% |
| 1Y | -18.1% | +60.2% | -78.2% | -26.8% |
| 3Y | -10.6% | -26.4% | +15.9% | -11.5% |
| 5Y | -16.1% | -42.5% | +26.4% | -16.5% |
| All | -16.1% | -43.6% | +27.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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