+91.2%
OTIS vs ALM
+1,275.6%
-1,184.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | -0.7% |
| 7D | +1.7% | -6.3% | +8.0% | +1.8% |
| 30D | +18.5% | -31.4% | +49.9% | +19.2% |
| 3M | +7.9% | -40.6% | +48.5% | +8.7% |
| 6M | +5.7% | -58.6% | +64.3% | +7.1% |
| YTD | -9.1% | -7.6% | -1.4% | -9.6% |
| 1Y | -11.6% | +13.8% | -25.4% | -12.6% |
| 3Y | +0.6% | +842.1% | -841.6% | -6.7% |
| 5Y | +1.8% | +407.4% | -405.6% | -5.1% |
| All | +91.2% | +1,275.6% | -1,184.4% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling