-12.3%
OTIS vs APD
+24.7%
-37.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.9% | -1.2% | -1.7% | -2.7% |
| 30D | +16.1% | +11.0% | +5.1% | +14.6% |
| 3M | +6.7% | +2.6% | +4.2% | +6.1% |
| 6M | +6.0% | +4.8% | +1.2% | +5.5% |
| YTD | -9.8% | +31.0% | -40.8% | -12.3% |
| 1Y | -12.3% | +23.4% | -35.7% | -14.3% |
| All | -12.3% | +24.7% | -37.0% | -14.3% |
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