+881.4%
AMAT vs OTIS
+116.3%
+765.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -2.5% | +1.7% | -4.2% | -3.3% |
| 30D | -26.5% | +18.5% | -45.0% | -32.9% |
| 3M | -28.6% | +7.9% | -36.4% | -32.0% |
| 6M | -14.2% | +5.7% | -19.9% | -18.0% |
| YTD | +45.5% | -9.1% | +54.5% | +49.5% |
| 1Y | +59.3% | -11.6% | +70.9% | +66.2% |
| 3Y | +153.1% | +0.6% | +152.5% | +139.6% |
| 5Y | +158.2% | +1.8% | +156.3% | +140.0% |
| All | +881.4% | +116.3% | +765.1% | +697.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling