-25.1%
OTIS vs AMDL
+117.8%
-142.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -1.8% |
| 7D | -0.8% | +19.9% | -20.7% | -1.0% |
| 30D | -4.7% | +6.3% | -11.0% | -4.9% |
| 3M | +1.2% | -9.9% | +11.1% | +0.9% |
| 6M | -20.5% | +394.3% | -414.8% | -24.5% |
| YTD | -18.4% | +257.3% | -275.7% | -22.3% |
| 1Y | -18.1% | +508.5% | -526.6% | -24.8% |
| All | -25.1% | +117.8% | -142.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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