-16.1%
OTIS vs APD
+26.2%
-42.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | -4.7% | -1.9% | -2.8% | -4.2% |
| 3M | +1.2% | +8.2% | -7.0% | -1.6% |
| 6M | -20.5% | +10.7% | -31.3% | -23.6% |
| YTD | -18.4% | +22.9% | -41.4% | -24.5% |
| 1Y | -18.1% | +5.8% | -23.9% | -20.3% |
| 3Y | -10.6% | +7.8% | -18.3% | -14.6% |
| 5Y | -16.1% | +26.1% | -42.2% | -33.7% |
| All | -16.1% | +26.2% | -42.3% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling