+776.5%
AMAT vs OTIS
+118.6%
+657.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -14.7% | +4.2% | -18.9% | -16.5% |
| 30D | -36.1% | +20.1% | -56.2% | -42.0% |
| 3M | -36.9% | +7.6% | -44.5% | -39.7% |
| 6M | -22.2% | +4.2% | -26.4% | -25.0% |
| YTD | +29.9% | -8.1% | +38.0% | +32.9% |
| 1Y | +43.3% | -11.5% | +54.8% | +49.6% |
| 3Y | +142.7% | +3.8% | +138.9% | +125.8% |
| 5Y | +126.2% | +5.0% | +121.2% | +108.0% |
| All | +776.5% | +118.6% | +657.9% | +608.5% |
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