+7.6%
OTIS vs AVAV
-32.1%
+39.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.1% | -0.1% |
| 7D | +4.2% | -10.6% | +14.8% | +3.7% |
| 30D | +20.1% | -18.8% | +38.9% | +19.0% |
| 3M | +7.6% | -34.1% | +41.7% | +6.8% |
| All | +7.6% | -32.1% | +39.7% | +6.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling