+903.6%
AMAT vs OTIS
+113.5%
+790.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +19.3% | -3.0% | +22.3% | +20.9% |
| 30D | -17.9% | +14.0% | -31.9% | -23.6% |
| 3M | -30.4% | +4.9% | -35.3% | -32.8% |
| 6M | -11.4% | +5.4% | -16.8% | -15.2% |
| YTD | +48.8% | -10.2% | +59.0% | +53.8% |
| 1Y | +66.0% | -13.4% | +79.4% | +75.0% |
| 3Y | +158.8% | -0.7% | +159.5% | +146.4% |
| 5Y | +153.2% | -2.1% | +155.3% | +138.7% |
| All | +903.6% | +113.5% | +790.0% | +719.7% |
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