-16.1%
OTIS vs ALM
+1,033.0%
-1,049.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -1.8% |
| 7D | -0.8% | +8.4% | -9.2% | -1.0% |
| 30D | -4.7% | +34.8% | -39.6% | -5.5% |
| 3M | +1.2% | +16.2% | -15.0% | +0.6% |
| 6M | -20.5% | +2.1% | -22.7% | -21.0% |
| YTD | -18.4% | +117.0% | -135.5% | -20.6% |
| 1Y | -18.1% | +313.9% | -331.9% | -22.0% |
| 3Y | -10.6% | +2,327.9% | -2,338.5% | -21.8% |
| 5Y | -16.1% | +1,040.6% | -1,056.7% | -25.8% |
| All | -16.1% | +1,033.0% | -1,049.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling