+50.4%
AMZN vs OTIS
-0.9%
+51.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +2.8% | -1.3% | +4.1% | +3.5% |
| 30D | +5.0% | +12.8% | -7.8% | -1.3% |
| 3M | +0.6% | +7.4% | -6.8% | -3.2% |
| 6M | -1.3% | +7.7% | -9.0% | -5.6% |
| YTD | +15.5% | -9.3% | +24.8% | +20.4% |
| 1Y | +12.2% | -12.1% | +24.3% | +19.1% |
| 3Y | +87.0% | +0.6% | +86.4% | +66.4% |
| All | +50.4% | -0.9% | +51.4% | +25.5% |
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