-99.9%
AMIX vs OTIS
-8.2%
-91.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -8.0% | -8.2% |
| 7D | -10.9% | -3.0% | -7.9% | -9.2% |
| 30D | -55.0% | +14.0% | -69.0% | -59.0% |
| 3M | -82.0% | +4.9% | -86.9% | -82.7% |
| 6M | -80.4% | +5.4% | -85.8% | -81.2% |
| YTD | -88.3% | -10.2% | -78.1% | -88.7% |
| 1Y | -92.4% | -13.4% | -79.0% | -92.7% |
| All | -99.9% | -8.2% | -91.8% | -100.0% |
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