+71.4%
OTIS vs AMC
-90.3%
+161.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | -4.7% | -1.2% | -3.6% | -4.7% |
| 3M | +1.2% | +42.2% | -41.0% | +0.8% |
| 6M | -20.5% | +118.8% | -139.3% | -21.3% |
| YTD | -18.4% | +64.1% | -82.5% | -19.0% |
| 1Y | -18.1% | -9.5% | -8.5% | -18.3% |
| 3Y | -10.6% | -64.3% | +53.8% | -10.6% |
| 5Y | -16.1% | -99.5% | +83.4% | -15.0% |
| All | +71.4% | -90.3% | +161.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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