+92.7%
OTIS vs AMBA
+60.6%
+32.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.7% |
| 7D | +0.5% | 0.0% | +0.6% | +0.4% |
| 30D | +19.4% | -8.6% | +28.0% | +20.2% |
| 3M | +7.1% | -29.0% | +36.1% | +10.1% |
| 6M | +6.6% | -19.2% | +25.8% | +6.3% |
| YTD | -8.3% | -13.0% | +4.7% | -9.9% |
| 1Y | -11.6% | -31.3% | +19.7% | -11.1% |
| 3Y | +3.1% | +28.1% | -25.0% | -7.9% |
| 5Y | +2.5% | -69.4% | +71.9% | +1.1% |
| All | +92.7% | +60.6% | +32.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling