-99.9%
AMIX vs OTIS
-7.0%
-92.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.3% |
| 7D | +11.4% | +1.7% | +9.7% | +10.2% |
| 30D | -40.5% | +18.5% | -59.0% | -47.2% |
| 3M | -80.1% | +7.9% | -88.0% | -81.2% |
| 6M | -74.8% | +5.7% | -80.5% | -76.0% |
| YTD | -84.0% | -9.1% | -74.9% | -84.7% |
| 1Y | -89.7% | -11.6% | -78.1% | -90.2% |
| All | -99.9% | -7.0% | -92.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling