+93.2%
OTIS vs AVAV
+115.0%
-21.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.1% | -1.5% |
| 7D | +4.2% | -10.6% | +14.8% | +5.1% |
| 30D | +20.1% | -18.8% | +38.9% | +22.0% |
| 3M | +7.6% | -34.1% | +41.7% | +11.1% |
| 6M | +4.2% | -35.3% | +39.5% | +6.8% |
| YTD | -8.1% | -53.4% | +45.3% | -4.0% |
| 1Y | -11.5% | -65.6% | +54.1% | -4.7% |
| 3Y | +3.8% | -5.1% | +8.9% | -5.9% |
| 5Y | +5.0% | +18.5% | -13.5% | -11.2% |
| All | +93.2% | +115.0% | -21.8% | +19.6% |
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 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