+3.8%
OTIS vs AMBA
+16.7%
-12.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -0.9% |
| 7D | +4.2% | -7.2% | +11.5% | +4.5% |
| 30D | +20.1% | -10.4% | +30.5% | +20.5% |
| 3M | +7.6% | -30.1% | +37.7% | +9.1% |
| 6M | +4.2% | -22.4% | +26.6% | +4.1% |
| YTD | -8.1% | -17.3% | +9.3% | -9.1% |
| 1Y | -11.5% | -35.4% | +23.9% | -10.8% |
| 3Y | +3.8% | +18.6% | -14.8% | -6.7% |
| All | +3.8% | +16.7% | -12.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling