+92.7%
OTIS vs AMC
-87.1%
+179.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.3% | -8.5% | -0.3% |
| 7D | +0.5% | +6.6% | -6.1% | +0.4% |
| 30D | +19.4% | +14.1% | +5.3% | +19.3% |
| 3M | +7.1% | +31.3% | -24.2% | +6.8% |
| 6M | +6.6% | +126.7% | -120.1% | +5.5% |
| YTD | -8.3% | +117.9% | -126.3% | -9.3% |
| 1Y | -11.6% | +41.1% | -52.7% | -12.2% |
| 3Y | +3.1% | -61.0% | +64.1% | +3.0% |
| 5Y | +2.5% | -99.1% | +101.6% | +3.5% |
| All | +92.7% | -87.1% | +179.9% | +98.2% |
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