-5.1%
OTIS vs BAM
+71.9%
-76.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | -4.7% | -6.0% | +1.3% | -3.5% |
| 3M | +1.2% | +7.3% | -6.1% | -0.6% |
| 6M | -20.5% | +8.2% | -28.7% | -22.3% |
| YTD | -18.4% | -3.8% | -14.6% | -18.3% |
| 1Y | -18.1% | -10.7% | -7.4% | -16.8% |
| 3Y | -10.6% | +55.3% | -65.9% | -24.4% |
| All | -5.1% | +71.9% | -76.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling