-2.1%
OTIS vs AME
+79.2%
-81.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -3.0% | +8.1% | -11.1% | -6.4% |
| 30D | +14.0% | -3.8% | +17.7% | +15.3% |
| 3M | +4.9% | -6.6% | +11.5% | +7.5% |
| 6M | +5.4% | +4.6% | +0.8% | +1.5% |
| YTD | -10.2% | +17.9% | -28.1% | -19.4% |
| 1Y | -13.4% | +23.2% | -36.6% | -24.2% |
| 3Y | -0.7% | +62.9% | -63.6% | -30.6% |
| 5Y | -2.1% | +77.5% | -79.6% | -37.5% |
| All | -2.1% | +79.2% | -81.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling