-12.1%
OTIS vs APD
+25.0%
-37.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.3% | +3.8% | -5.1% | -1.9% |
| 30D | +12.8% | +8.2% | +4.6% | +11.6% |
| 3M | +7.4% | +4.3% | +3.1% | +6.5% |
| 6M | +7.7% | +4.7% | +3.0% | +7.2% |
| YTD | -9.3% | +31.5% | -40.8% | -11.9% |
| 1Y | -12.1% | +23.5% | -35.6% | -14.2% |
| All | -12.1% | +25.0% | -37.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling