-99.8%
AMIX vs OTIS
-16.6%
-83.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.9% |
| 7D | -3.4% | -0.8% | -2.6% | -2.8% |
| 30D | -54.4% | -4.7% | -49.6% | -52.8% |
| 3M | -45.7% | +1.2% | -47.0% | -44.0% |
| 6M | -49.2% | -20.5% | -28.6% | -47.5% |
| YTD | -60.3% | -18.4% | -41.9% | -59.1% |
| 1Y | -81.4% | -18.1% | -63.3% | -80.8% |
| All | -99.8% | -16.6% | -83.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling