-9.4%
OTIS vs AVAV
+24.2%
-33.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.3% |
| 7D | -0.7% | -2.2% | +1.5% | -0.7% |
| 30D | -2.0% | -13.9% | +11.9% | -1.5% |
| 3M | +2.6% | -29.2% | +31.8% | +3.6% |
| 6M | -20.9% | -36.1% | +15.2% | -20.1% |
| YTD | -17.1% | -40.2% | +23.1% | -16.2% |
| 1Y | -15.9% | -36.2% | +20.3% | -15.4% |
| All | -9.4% | +24.2% | -33.5% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling