+10.8%
AMT vs OTIS
+116.3%
-105.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +1.6% | +1.7% | -0.1% | +1.0% |
| 30D | +4.5% | +18.5% | -14.0% | -2.7% |
| 3M | +13.8% | +7.9% | +5.9% | +10.0% |
| 6M | +10.0% | +5.7% | +4.4% | +7.0% |
| YTD | +11.8% | -9.1% | +20.8% | +15.6% |
| 1Y | +10.2% | -11.6% | +21.8% | +15.4% |
| 3Y | +15.1% | +0.6% | +14.6% | +11.9% |
| 5Y | -18.8% | +1.8% | -20.7% | -22.7% |
| All | +10.8% | +116.3% | -105.5% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling