+66.1%
OTIS vs ATI
+2,738.8%
-2,672.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.6% | -1.4% |
| 7D | -5.0% | -2.7% | -2.3% | -4.6% |
| 30D | -6.5% | -13.5% | +7.0% | -4.3% |
| 3M | -2.0% | +8.5% | -10.5% | -3.8% |
| 6M | -20.2% | +25.2% | -45.4% | -23.8% |
| YTD | -21.0% | +73.4% | -94.4% | -28.8% |
| 1Y | -20.9% | +160.5% | -181.4% | -33.8% |
| 3Y | -13.3% | +347.3% | -360.6% | -36.7% |
| 5Y | -18.5% | +1,049.0% | -1,067.5% | -51.0% |
| All | +66.1% | +2,738.8% | -2,672.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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