+9.6%
AMT vs OTIS
-12.3%
+21.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.1% |
| 7D | +1.1% | -3.0% | +4.1% | +2.3% |
| 30D | +4.4% | -6.0% | +10.4% | +6.8% |
| 3M | -5.2% | -0.9% | -4.3% | -5.1% |
| 6M | -0.8% | -17.3% | +16.5% | +6.6% |
| YTD | +3.3% | -19.6% | +22.9% | +12.0% |
| 1Y | -6.0% | -21.0% | +15.0% | +2.5% |
| 3Y | +9.6% | -12.1% | +21.7% | +3.5% |
| All | +9.6% | -12.3% | +21.8% | +3.5% |
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