-9.4%
OTIS vs AS
+125.3%
-134.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -3.0% | -3.6% | +0.7% | -2.6% |
| 30D | +14.0% | +3.4% | +10.6% | +13.6% |
| 3M | +4.9% | -8.6% | +13.5% | +5.6% |
| 6M | +5.4% | -10.0% | +15.4% | +6.1% |
| YTD | -10.2% | -19.2% | +9.0% | -9.0% |
| 1Y | -13.4% | -3.8% | -9.6% | -13.4% |
| All | -9.4% | +125.3% | -134.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling