+352.5%
AAOI vs OTIS
-14.9%
+367.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +4.8% |
| 7D | -0.7% | -0.7% | +0.1% | -1.3% |
| 30D | -17.9% | -2.0% | -15.9% | -18.9% |
| 3M | -48.0% | +2.6% | -50.6% | -46.1% |
| 6M | +5.8% | -20.9% | +26.8% | -2.7% |
| YTD | +202.7% | -17.1% | +219.8% | +185.3% |
| 1Y | +352.5% | -15.9% | +368.4% | +343.8% |
| All | +352.5% | -14.9% | +367.4% | +343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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