-18.5%
OTIS vs AWK
-17.3%
-1.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -6.5% | +2.8% | -9.3% | -7.4% |
| 3M | -2.0% | +11.3% | -13.3% | -5.7% |
| 6M | -20.2% | +6.7% | -26.9% | -22.2% |
| YTD | -21.0% | +9.4% | -30.3% | -23.8% |
| 1Y | -20.9% | +3.7% | -24.6% | -22.4% |
| 3Y | -13.3% | +9.2% | -22.6% | -17.7% |
| 5Y | -18.5% | -15.7% | -2.8% | -16.9% |
| All | -18.5% | -17.3% | -1.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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