+90.7%
OTIS vs ALM
+1,289.1%
-1,198.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | +0.9% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +12.8% | -19.3% | +32.1% | +13.2% |
| 3M | +7.4% | -40.6% | +48.0% | +8.2% |
| 6M | +7.7% | -57.9% | +65.6% | +9.1% |
| YTD | -9.3% | -6.7% | -2.6% | -9.8% |
| 1Y | -12.1% | +20.2% | -32.3% | -13.2% |
| 3Y | +0.6% | +879.4% | -878.8% | -6.7% |
| 5Y | -1.1% | +415.3% | -416.4% | -7.8% |
| All | +90.7% | +1,289.1% | -1,198.4% | +76.4% |
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