-32.3%
AMT vs OTIS
-14.6%
-17.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | +1.8% | -4.7% | +6.6% | +4.1% |
| 3M | -6.2% | +1.2% | -7.4% | -7.1% |
| 6M | -5.0% | -20.5% | +15.5% | +5.6% |
| YTD | +2.1% | -18.4% | +20.5% | +11.8% |
| 1Y | -5.7% | -18.1% | +12.3% | +2.8% |
| 3Y | +7.9% | -10.6% | +18.5% | +8.6% |
| 5Y | -32.3% | -16.1% | -16.2% | -34.2% |
| All | -32.3% | -14.6% | -17.7% | -34.2% |
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