+188.9%
AMAT vs OTIS
-14.9%
+203.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -1.5% | -0.7% | -0.8% | -1.6% |
| 30D | -14.8% | -2.0% | -12.8% | -14.8% |
| 3M | -9.3% | +2.6% | -11.8% | -9.6% |
| 6M | +27.4% | -20.9% | +48.3% | +28.2% |
| YTD | +77.6% | -17.1% | +94.7% | +78.0% |
| 1Y | +188.9% | -15.9% | +204.8% | +177.6% |
| All | +188.9% | -14.9% | +203.9% | +177.6% |
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