-16.5%
OTIS vs AMCR
-12.3%
-4.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | -3.0% | -6.3% | +3.3% | -0.4% |
| 30D | -6.0% | -7.8% | +1.8% | -3.0% |
| 3M | -0.9% | +7.5% | -8.4% | -4.0% |
| 6M | -17.3% | +2.7% | -20.0% | -18.8% |
| YTD | -19.6% | +6.0% | -25.6% | -22.7% |
| 1Y | -21.0% | +7.8% | -28.8% | -24.8% |
| 3Y | -12.1% | +5.8% | -17.9% | -18.2% |
| All | -16.5% | -12.3% | -4.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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