+69.1%
OTIS vs AMP
+576.3%
-507.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.5% |
| 7D | -3.0% | -0.5% | -2.4% | -2.8% |
| 30D | -6.0% | -1.3% | -4.7% | -5.6% |
| 3M | -0.9% | +24.2% | -25.1% | -8.4% |
| 6M | -17.3% | +24.6% | -41.9% | -23.9% |
| YTD | -19.6% | +14.8% | -34.4% | -24.1% |
| 1Y | -21.0% | +12.8% | -33.8% | -25.2% |
| 3Y | -12.1% | +69.0% | -81.1% | -30.4% |
| 5Y | -17.1% | +124.9% | -141.9% | -41.8% |
| All | +69.1% | +576.3% | -507.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling