-20.9%
OTIS vs AME
+26.3%
-47.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -6.5% | -8.6% | +2.1% | -4.0% |
| 3M | -2.0% | +5.8% | -7.7% | -4.1% |
| 6M | -20.2% | +3.8% | -24.0% | -21.6% |
| YTD | -21.0% | +14.4% | -35.4% | -23.9% |
| 1Y | -20.9% | +25.8% | -46.6% | -24.2% |
| All | -20.9% | +26.3% | -47.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling