+876.2%
AMAT vs OTIS
+118.0%
+758.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.6% | +11.5% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | -26.9% | +19.4% | -46.4% | -33.5% |
| 3M | -31.2% | +7.1% | -38.3% | -34.2% |
| 6M | -14.7% | +6.6% | -21.3% | -18.7% |
| YTD | +44.7% | -8.3% | +53.0% | +48.2% |
| 1Y | +62.0% | -11.6% | +73.5% | +69.1% |
| 3Y | +165.0% | +3.1% | +161.8% | +147.4% |
| 5Y | +147.1% | +2.5% | +144.6% | +129.0% |
| All | +876.2% | +118.0% | +758.1% | +689.9% |
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