-18.1%
OTIS vs AMC
-6.9%
-11.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -4.7% | -1.2% | -3.6% | -4.8% |
| 3M | +1.2% | +42.2% | -41.0% | -0.3% |
| 6M | -20.5% | +118.8% | -139.3% | -24.6% |
| YTD | -18.4% | +64.1% | -82.5% | -21.9% |
| 1Y | -18.1% | -9.5% | -8.5% | -19.1% |
| All | -18.1% | -6.9% | -11.2% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling