+74.2%
OTIS vs ARMK
+553.9%
-479.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | +2.6% | +6.7% | -4.1% | +0.7% |
| 6M | -20.9% | +38.8% | -59.7% | -27.7% |
| YTD | -17.1% | +55.2% | -72.3% | -26.5% |
| 1Y | -15.9% | +46.6% | -62.5% | -24.5% |
| 3Y | -12.7% | +112.9% | -125.6% | -30.2% |
| 5Y | -15.7% | +144.0% | -159.7% | -35.8% |
| All | +74.2% | +553.9% | -479.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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