+11.5%
AMT vs OTIS
+115.8%
-104.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.5% |
| 7D | +1.5% | -1.3% | +2.8% | +2.1% |
| 30D | +6.8% | +12.8% | -6.0% | +1.6% |
| 3M | +11.2% | +7.4% | +3.8% | +7.8% |
| 6M | +12.5% | +7.7% | +4.8% | +8.5% |
| YTD | +12.5% | -9.3% | +21.8% | +16.5% |
| 1Y | +10.1% | -12.1% | +22.2% | +15.5% |
| 3Y | +16.0% | +0.6% | +15.4% | +12.7% |
| 5Y | -17.2% | -1.1% | -16.1% | -20.3% |
| All | +11.5% | +115.8% | -104.2% | -19.7% |
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