-13.4%
OTIS vs AMBA
-54.5%
+41.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.7% | -11.0% | +10.2% | +0.4% |
| 30D | -2.0% | -23.2% | +21.2% | +0.5% |
| 3M | +2.6% | -12.7% | +15.3% | +2.4% |
| 6M | -20.9% | +11.2% | -32.1% | -24.1% |
| YTD | -17.1% | -11.2% | -5.9% | -18.5% |
| 1Y | -15.9% | -22.5% | +6.6% | -16.7% |
| 3Y | -12.7% | -1.3% | -11.4% | -19.9% |
| All | -13.4% | -54.5% | +41.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling