+71.4%
OTIS vs AVAV
+183.7%
-112.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.9% |
| 7D | -0.8% | +3.2% | -4.0% | -1.1% |
| 30D | -4.7% | -20.3% | +15.6% | -2.9% |
| 3M | +1.2% | -19.4% | +20.7% | +2.6% |
| 6M | -20.5% | -35.3% | +14.7% | -18.2% |
| YTD | -18.4% | -38.5% | +20.0% | -16.6% |
| 1Y | -18.1% | -37.2% | +19.1% | -17.0% |
| 3Y | -10.6% | +31.1% | -41.7% | -21.2% |
| 5Y | -16.1% | +41.0% | -57.1% | -29.1% |
| All | +71.4% | +183.7% | -112.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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