+66.1%
OTIS vs AZO
+260.4%
-194.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.2% |
| 30D | -6.5% | -5.3% | -1.2% | -5.1% |
| 3M | -2.0% | -7.3% | +5.4% | -0.1% |
| 6M | -20.2% | -22.7% | +2.5% | -14.6% |
| YTD | -21.0% | -15.0% | -5.9% | -18.0% |
| 1Y | -20.9% | -32.2% | +11.4% | -12.3% |
| 3Y | -13.3% | +10.0% | -23.3% | -18.0% |
| 5Y | -18.5% | +85.8% | -104.4% | -34.9% |
| All | +66.1% | +260.4% | -194.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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