+2,111.3%
AVGO vs OTIS
+93.9%
+2,017.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.6% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -13.8% | -4.7% | -9.1% | -12.4% |
| 3M | -6.9% | +1.2% | -8.2% | -7.9% |
| 6M | +11.9% | -20.5% | +32.5% | +21.4% |
| YTD | +6.9% | -18.4% | +25.3% | +14.2% |
| 1Y | +7.4% | -18.1% | +25.5% | +14.1% |
| 3Y | +345.6% | -10.6% | +356.1% | +342.6% |
| 5Y | +718.9% | -16.1% | +735.0% | +711.7% |
| All | +2,111.3% | +93.9% | +2,017.3% | +1,735.8% |
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 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