-10.1%
OTIS vs AU
+42.5%
-52.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.0% | -4.1% | +3.7% |
| 7D | +9.5% | +0.8% | +8.7% | +9.4% |
| 30D | +21.1% | -7.0% | +28.1% | +21.2% |
| 3M | +9.0% | +8.5% | +0.5% | +8.4% |
| 6M | +6.4% | -1.3% | +7.7% | +6.2% |
| YTD | -7.1% | +6.8% | -13.9% | -6.9% |
| 1Y | -10.1% | +44.6% | -54.7% | -10.8% |
| All | -10.1% | +42.5% | -52.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling