-12.3%
OTIS vs AMBA
-32.6%
+20.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.7% |
| 7D | -2.9% | +2.6% | -5.4% | -2.7% |
| 30D | +16.1% | -3.6% | +19.7% | +16.0% |
| 3M | +6.7% | -24.6% | +31.4% | +6.2% |
| 6M | +6.0% | -21.6% | +27.6% | +6.0% |
| YTD | -9.8% | -11.8% | +2.0% | -9.9% |
| 1Y | -12.3% | -33.2% | +20.8% | -12.3% |
| All | -12.3% | -32.6% | +20.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling