+147.1%
AMAT vs OTIS
-0.9%
+148.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -3.3% |
| 7D | +11.4% | -1.3% | +12.6% | +12.1% |
| 30D | -17.0% | +12.8% | -29.8% | -23.5% |
| 3M | -30.6% | +7.4% | -38.0% | -34.4% |
| 6M | -14.9% | +7.7% | -22.7% | -20.5% |
| YTD | +44.7% | -9.3% | +54.0% | +50.6% |
| 1Y | +66.9% | -12.1% | +79.0% | +77.8% |
| 3Y | +153.3% | +0.6% | +152.7% | +121.9% |
| All | +147.1% | -0.9% | +148.0% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling