+74.2%
OTIS vs APD
+76.9%
-2.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.7% | -2.2% | +1.5% | 0.0% |
| 30D | -2.0% | +2.1% | -4.1% | -2.7% |
| 3M | +2.6% | +7.2% | -4.6% | -0.2% |
| 6M | -20.9% | +11.2% | -32.2% | -24.2% |
| YTD | -17.1% | +24.4% | -41.5% | -23.9% |
| 1Y | -15.9% | +6.7% | -22.6% | -18.7% |
| 3Y | -12.7% | +9.2% | -22.0% | -17.9% |
| 5Y | -15.7% | +27.4% | -43.1% | -27.6% |
| All | +74.2% | +76.9% | -2.6% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling