+89.6%
OTIS vs ALM
+1,279.0%
-1,189.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | -2.9% | -7.2% | +4.3% | -2.8% |
| 30D | +16.1% | -26.4% | +42.5% | +16.7% |
| 3M | +6.7% | -38.6% | +45.3% | +7.5% |
| 6M | +6.0% | -61.0% | +67.0% | +7.6% |
| YTD | -9.8% | -7.4% | -2.4% | -10.3% |
| 1Y | -12.3% | +14.0% | -26.3% | -13.4% |
| 3Y | -0.2% | +844.4% | -844.7% | -7.4% |
| 5Y | +1.0% | +410.8% | -409.8% | -5.9% |
| All | +89.6% | +1,279.0% | -1,189.3% | +75.4% |
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