+0.6%
OTIS vs AMC
-99.2%
+99.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.1% |
| 7D | -1.3% | +3.5% | -4.8% | -1.4% |
| 30D | +12.8% | +12.5% | +0.3% | +12.2% |
| 3M | +7.4% | +23.6% | -16.2% | +6.4% |
| 6M | +7.7% | +144.4% | -136.6% | +3.3% |
| YTD | -9.3% | +108.3% | -117.6% | -12.7% |
| 1Y | -12.1% | +38.9% | -51.0% | -14.2% |
| 3Y | +0.6% | -58.9% | +59.5% | +0.9% |
| All | +0.6% | -99.2% | +99.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling