+1,099.3%
AMD vs OTIS
+97.1%
+1,002.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | -0.9% | -2.0% | +1.1% | -0.1% |
| 3M | -8.7% | +2.6% | -11.3% | -10.6% |
| 6M | +136.3% | -20.9% | +157.3% | +161.6% |
| YTD | +123.0% | -17.1% | +140.1% | +138.8% |
| 1Y | +195.2% | -15.9% | +211.1% | +212.5% |
| 3Y | +336.3% | -12.7% | +349.1% | +345.5% |
| 5Y | +334.5% | -15.7% | +350.2% | +325.6% |
| All | +1,099.3% | +97.1% | +1,002.2% | +1,046.6% |
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