-11.8%
OTIS vs ATI
+358.3%
-370.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.2% | +2.4% | -4.6% | -2.4% |
| 30D | -4.3% | -9.5% | +5.2% | -3.4% |
| 3M | -2.2% | +10.4% | -12.5% | -3.5% |
| 6M | -19.9% | +31.8% | -51.7% | -22.7% |
| YTD | -19.3% | +80.0% | -99.3% | -24.7% |
| 1Y | -19.6% | +175.8% | -195.4% | -28.4% |
| All | -11.8% | +358.3% | -370.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling