+74.2%
OTIS vs ATI
+2,905.0%
-2,830.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -2.0% | +2.7% | -4.7% | -2.6% |
| 3M | +2.6% | +16.3% | -13.8% | -0.5% |
| 6M | -20.9% | +30.2% | -51.1% | -25.1% |
| YTD | -17.1% | +83.6% | -100.7% | -26.1% |
| 1Y | -15.9% | +173.0% | -188.9% | -30.2% |
| 3Y | -12.7% | +356.6% | -369.4% | -36.4% |
| 5Y | -15.7% | +1,074.2% | -1,089.9% | -49.5% |
| All | +74.2% | +2,905.0% | -2,830.8% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling