+66.1%
OTIS vs ALM
+2,700.2%
-2,634.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.8% |
| 7D | -5.0% | -7.1% | +2.1% | -4.9% |
| 30D | -6.5% | +24.7% | -31.2% | -7.0% |
| 3M | -2.0% | +8.3% | -10.3% | -2.3% |
| 6M | -20.2% | -22.2% | +2.0% | -20.1% |
| YTD | -21.0% | +88.1% | -109.1% | -22.4% |
| 1Y | -20.9% | +272.4% | -293.2% | -23.7% |
| 3Y | -13.3% | +2,004.1% | -2,017.5% | -20.9% |
| 5Y | -18.5% | +915.8% | -934.3% | -25.0% |
| All | +66.1% | +2,700.2% | -2,634.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling