+69.6%
OTIS vs AMCR
+83.2%
-13.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | 0.0% |
| 7D | -2.2% | -6.3% | +4.1% | +0.4% |
| 30D | -4.3% | -7.1% | +2.8% | -1.5% |
| 3M | -2.2% | +12.7% | -14.8% | -7.1% |
| 6M | -19.9% | +5.2% | -25.1% | -22.2% |
| YTD | -19.3% | +8.1% | -27.4% | -23.0% |
| 1Y | -19.6% | +11.7% | -31.3% | -24.6% |
| 3Y | -11.5% | +9.9% | -21.4% | -18.6% |
| 5Y | -16.8% | -8.7% | -8.1% | -16.9% |
| All | +69.6% | +83.2% | -13.7% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling