+45.2%
AMZN vs OTIS
-19.0%
+64.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.8% |
| 7D | -2.7% | -5.0% | +2.3% | -0.2% |
| 30D | -7.5% | -6.5% | -1.0% | -4.3% |
| 3M | +5.8% | -2.0% | +7.8% | +6.4% |
| 6M | +17.5% | -20.2% | +37.7% | +31.3% |
| YTD | +9.1% | -21.0% | +30.1% | +22.1% |
| 1Y | +9.4% | -20.9% | +30.2% | +21.8% |
| 3Y | +82.2% | -13.3% | +95.6% | +77.5% |
| 5Y | +45.2% | -18.5% | +63.7% | +36.8% |
| All | +45.2% | -19.0% | +64.2% | +36.8% |
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