+71.4%
OTIS vs ALC
+56.2%
+15.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.0% |
| 7D | -0.8% | -3.7% | +2.9% | +0.4% |
| 30D | -4.7% | -3.7% | -1.0% | -3.6% |
| 3M | +1.2% | +4.6% | -3.3% | -0.4% |
| 6M | -20.5% | -14.6% | -5.9% | -16.8% |
| YTD | -18.4% | -11.9% | -6.6% | -15.7% |
| 1Y | -18.1% | -13.1% | -4.9% | -15.1% |
| 3Y | -10.6% | -15.0% | +4.4% | -8.9% |
| 5Y | -16.1% | -16.2% | +0.1% | -15.8% |
| All | +71.4% | +56.2% | +15.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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