+69.1%
OTIS vs APTV
+37.0%
+32.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -3.0% | -5.0% | +2.1% | -2.0% |
| 30D | -6.0% | -6.1% | 0.0% | -4.9% |
| 3M | -0.9% | -33.0% | +32.1% | +7.1% |
| 6M | -17.3% | -35.2% | +17.9% | -10.7% |
| YTD | -19.6% | -40.1% | +20.6% | -11.9% |
| 1Y | -21.0% | -45.6% | +24.6% | -11.8% |
| 3Y | -12.1% | -54.4% | +42.3% | -0.1% |
| 5Y | -17.1% | -68.9% | +51.8% | -0.1% |
| All | +69.1% | +37.0% | +32.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling