+1.9%
AMKR vs OTIS
-9.8%
+11.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.1% | -2.9% |
| 7D | -15.5% | +9.5% | -25.0% | -10.8% |
| 30D | -34.7% | +21.1% | -55.8% | -28.1% |
| 3M | -36.1% | +9.0% | -45.1% | -31.8% |
| 6M | -49.6% | +6.4% | -56.0% | -45.9% |
| YTD | -9.2% | -7.1% | -2.1% | -4.2% |
| 1Y | +1.9% | -10.1% | +12.0% | +8.8% |
| All | +1.9% | -9.8% | +11.6% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling