+66.1%
OTIS vs AU
+723.1%
-657.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.2% | -1.8% |
| 7D | -5.0% | -7.0% | +2.0% | -4.7% |
| 30D | -6.5% | +7.3% | -13.8% | -6.9% |
| 3M | -2.0% | +33.2% | -35.2% | -3.5% |
| 6M | -20.2% | -0.6% | -19.6% | -20.5% |
| YTD | -21.0% | +26.2% | -47.1% | -22.4% |
| 1Y | -20.9% | +68.3% | -89.1% | -23.7% |
| 3Y | -13.3% | +592.1% | -605.4% | -23.0% |
| 5Y | -18.5% | +685.3% | -703.8% | -28.6% |
| All | +66.1% | +723.1% | -657.0% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling