-19.6%
OTIS vs BAM
-12.6%
-7.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -2.2% | -3.9% | +1.8% | -1.5% |
| 30D | -4.3% | -8.8% | +4.5% | -2.8% |
| 3M | -2.2% | +2.2% | -4.4% | -2.6% |
| 6M | -19.9% | +5.9% | -25.8% | -21.0% |
| YTD | -19.3% | -6.1% | -13.2% | -19.7% |
| 1Y | -19.6% | -11.6% | -7.9% | -19.7% |
| All | -19.6% | -12.6% | -7.0% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling