-15.6%
OTIS vs AMDL
+47.6%
-63.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.3% | -22.9% | -0.7% |
| 7D | +4.2% | -26.2% | +30.4% | +4.3% |
| 30D | +20.1% | -57.1% | +77.2% | +20.6% |
| 3M | +7.6% | -29.8% | +37.4% | +7.3% |
| 6M | +4.2% | -22.2% | +26.4% | +2.9% |
| YTD | -8.1% | +142.1% | -150.2% | -12.6% |
| 1Y | -11.5% | +85.8% | -97.3% | -15.2% |
| All | -15.6% | +47.6% | -63.2% | -21.1% |
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