+90.7%
OTIS vs AVAV
+124.1%
-33.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.3% |
| 7D | -1.3% | +4.2% | -5.5% | -1.7% |
| 30D | +12.8% | -2.6% | +15.3% | +12.7% |
| 3M | +7.4% | -38.0% | +45.3% | +11.4% |
| 6M | +7.7% | -27.0% | +34.7% | +9.1% |
| YTD | -9.3% | -51.4% | +42.1% | -5.6% |
| 1Y | -12.1% | -60.2% | +48.1% | -6.8% |
| 3Y | +0.6% | -6.7% | +7.3% | -8.3% |
| 5Y | -1.1% | +28.3% | -29.4% | -17.4% |
| All | +90.7% | +124.1% | -33.3% | +17.6% |
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