+264.6%
AMD vs OTIS
-0.9%
+265.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.8% | -9.3% |
| 7D | +18.9% | -1.3% | +20.2% | +19.6% |
| 30D | -6.4% | +12.8% | -19.2% | -13.9% |
| 3M | +10.6% | +7.4% | +3.2% | +4.2% |
| 6M | +19.9% | +7.7% | +12.2% | +11.6% |
| YTD | +149.4% | -9.3% | +158.6% | +157.3% |
| 1Y | +115.4% | -12.1% | +127.5% | +127.7% |
| 3Y | +357.3% | +0.6% | +356.6% | +285.2% |
| All | +264.6% | -0.9% | +265.5% | +189.9% |
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 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