+1.2%
AMT vs OTIS
+97.1%
-95.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | +4.6% | -2.0% | +6.6% | +5.5% |
| 3M | -8.4% | +2.6% | -11.0% | -9.7% |
| 6M | -6.0% | -20.9% | +14.9% | +3.4% |
| YTD | +2.1% | -17.1% | +19.2% | +10.0% |
| 1Y | -6.4% | -15.9% | +9.5% | 0.0% |
| 3Y | +8.1% | -12.7% | +20.8% | +11.7% |
| 5Y | -31.9% | -15.7% | -16.2% | -30.4% |
| All | +1.2% | +97.1% | -95.9% | -24.2% |
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 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