+76.0%
AMZN vs OTIS
-13.8%
+89.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | -2.7% | -5.0% | +2.3% | -1.4% |
| 30D | -7.5% | -6.5% | -1.0% | -5.9% |
| 3M | +5.8% | -2.0% | +7.8% | +6.1% |
| 6M | +17.5% | -20.2% | +37.7% | +24.4% |
| YTD | +9.1% | -21.0% | +30.1% | +15.7% |
| 1Y | +9.4% | -20.9% | +30.2% | +15.6% |
| All | +76.0% | -13.8% | +89.8% | +55.9% |
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