-10.6%
OTIS vs APD
+10.0%
-20.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | -4.7% | -1.9% | -2.8% | -4.4% |
| 3M | +1.2% | +8.2% | -7.0% | -0.5% |
| 6M | -20.5% | +10.7% | -31.3% | -22.4% |
| YTD | -18.4% | +22.9% | -41.4% | -22.3% |
| 1Y | -18.1% | +5.8% | -23.9% | -19.2% |
| 3Y | -10.6% | +7.8% | -18.3% | -11.8% |
| All | -10.6% | +10.0% | -20.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling