-0.4%
AMT vs OTIS
+87.9%
-88.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | -2.7% | -5.0% | +2.3% | -0.6% |
| 30D | +2.0% | -6.5% | +8.5% | +4.9% |
| 3M | -9.3% | -2.0% | -7.3% | -8.8% |
| 6M | -5.2% | -20.2% | +14.9% | +3.8% |
| YTD | +0.5% | -21.0% | +21.4% | +10.4% |
| 1Y | -7.3% | -20.9% | +13.6% | +1.6% |
| 3Y | +6.2% | -13.3% | +19.6% | +10.0% |
| 5Y | -31.2% | -18.5% | -12.7% | -28.5% |
| All | -0.4% | +87.9% | -88.3% | -23.9% |
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 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