-12.1%
OTIS vs ATI
+81.3%
-93.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.2% |
| 7D | -1.3% | +4.2% | -5.4% | -1.4% |
| 30D | +12.8% | -2.5% | +15.3% | +12.8% |
| 3M | +7.4% | -19.4% | +26.8% | +9.0% |
| 6M | +7.7% | +11.1% | -3.4% | +4.7% |
| YTD | -9.3% | +59.5% | -68.8% | -14.7% |
| 1Y | -12.1% | +85.8% | -97.9% | -18.4% |
| All | -12.1% | +81.3% | -93.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling