-7.3%
OTIS vs AS
+134.9%
-142.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | +4.2% | +6.9% | -2.7% | +3.6% |
| 30D | +20.1% | +16.0% | +4.1% | +18.5% |
| 3M | +7.6% | -12.8% | +20.4% | +8.7% |
| 6M | +4.2% | -15.4% | +19.6% | +5.4% |
| YTD | -8.1% | -15.7% | +7.7% | -7.2% |
| 1Y | -11.5% | +6.1% | -17.6% | -12.2% |
| All | -7.3% | +134.9% | -142.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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