+74.2%
OTIS vs AVAV
+175.8%
-101.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.2% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -2.0% | -13.9% | +11.9% | -0.8% |
| 3M | +2.6% | -29.2% | +31.8% | +5.1% |
| 6M | -20.9% | -36.1% | +15.2% | -18.6% |
| YTD | -17.1% | -40.2% | +23.1% | -15.0% |
| 1Y | -15.9% | -36.2% | +20.3% | -15.0% |
| 3Y | -12.7% | +47.5% | -60.3% | -24.9% |
| 5Y | -15.7% | +39.3% | -55.0% | -28.9% |
| All | +74.2% | +175.8% | -101.5% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling