-2.1%
OTIS vs ATI
+994.1%
-996.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -3.0% | +13.0% | -15.9% | -4.6% |
| 30D | +14.0% | +0.2% | +13.8% | +13.6% |
| 3M | +4.9% | -17.5% | +22.4% | +7.4% |
| 6M | +5.4% | +18.1% | -12.7% | +1.6% |
| YTD | -10.2% | +65.7% | -75.9% | -18.3% |
| 1Y | -13.4% | +91.9% | -105.3% | -23.1% |
| 3Y | -0.7% | +335.2% | -336.0% | -27.1% |
| 5Y | -2.1% | +1,004.3% | -1,006.4% | -36.8% |
| All | -2.1% | +994.1% | -996.2% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling