+74.2%
OTIS vs AME
+282.1%
-207.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | -0.7% | +0.6% | -1.4% | -1.1% |
| 30D | -2.0% | -6.7% | +4.7% | +1.4% |
| 3M | +2.6% | +4.1% | -1.5% | +0.1% |
| 6M | -20.9% | +1.6% | -22.5% | -22.1% |
| YTD | -17.1% | +16.1% | -33.3% | -24.0% |
| 1Y | -15.9% | +27.3% | -43.2% | -26.9% |
| 3Y | -12.7% | +50.9% | -63.6% | -33.0% |
| 5Y | -15.7% | +81.4% | -97.1% | -42.5% |
| All | +74.2% | +282.1% | -207.9% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling