+74.2%
OTIS vs AMC
-90.0%
+164.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.4% |
| 7D | -0.7% | +2.3% | -3.1% | -0.8% |
| 30D | -2.0% | -0.7% | -1.2% | -2.0% |
| 3M | +2.6% | +35.2% | -32.6% | +2.1% |
| 6M | -20.9% | +124.6% | -145.5% | -21.7% |
| YTD | -17.1% | +69.9% | -87.0% | -17.7% |
| 1Y | -15.9% | -2.6% | -13.3% | -16.2% |
| 3Y | -12.7% | -79.8% | +67.0% | -12.5% |
| 5Y | -15.7% | -99.4% | +83.7% | -14.6% |
| All | +74.2% | -90.0% | +164.2% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling