+1,097.9%
AMAT vs OTIS
+97.1%
+1,000.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.1% |
| 30D | -14.8% | -2.0% | -12.8% | -14.0% |
| 3M | -9.3% | +2.6% | -11.8% | -11.3% |
| 6M | +27.4% | -20.9% | +48.3% | +43.1% |
| YTD | +77.6% | -17.1% | +94.7% | +93.0% |
| 1Y | +188.9% | -15.9% | +204.8% | +210.9% |
| 3Y | +202.3% | -12.7% | +215.0% | +211.6% |
| 5Y | +248.9% | -15.7% | +264.6% | +252.6% |
| All | +1,097.9% | +97.1% | +1,000.8% | +928.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling