+71.4%
OTIS vs AMP
+575.2%
-503.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.8% | +2.6% | -3.4% | -1.7% |
| 30D | -4.7% | +0.8% | -5.6% | -5.1% |
| 3M | +1.2% | +24.3% | -23.0% | -6.4% |
| 6M | -20.5% | +20.6% | -41.1% | -25.9% |
| YTD | -18.4% | +14.6% | -33.1% | -23.0% |
| 1Y | -18.1% | +14.5% | -32.6% | -22.9% |
| 3Y | -10.6% | +67.9% | -78.5% | -29.0% |
| 5Y | -16.1% | +122.5% | -138.6% | -40.9% |
| All | +71.4% | +575.2% | -503.7% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling