+66.1%
OTIS vs APD
+72.4%
-6.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -5.0% | -3.5% | -1.5% | -3.9% |
| 30D | -6.5% | -5.1% | -1.4% | -4.8% |
| 3M | -2.0% | +6.9% | -8.8% | -4.5% |
| 6M | -20.2% | +8.1% | -28.3% | -22.8% |
| YTD | -21.0% | +21.2% | -42.2% | -26.8% |
| 1Y | -20.9% | +4.9% | -25.7% | -23.0% |
| 3Y | -13.3% | +6.3% | -19.6% | -17.7% |
| 5Y | -18.5% | +24.3% | -42.8% | -29.4% |
| All | +66.1% | +72.4% | -6.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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