+71.4%
OTIS vs AVTR
+81.5%
-10.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -0.8% | +7.4% | -8.2% | -1.8% |
| 30D | -4.7% | +12.2% | -17.0% | -6.4% |
| 3M | +1.2% | +57.4% | -56.2% | -5.8% |
| 6M | -20.5% | +86.7% | -107.2% | -28.1% |
| YTD | -18.4% | +33.1% | -51.5% | -22.6% |
| 1Y | -18.1% | +16.1% | -34.2% | -21.6% |
| 3Y | -10.6% | -24.6% | +14.1% | -9.6% |
| 5Y | -16.1% | -63.5% | +47.4% | -4.4% |
| All | +71.4% | +81.5% | -10.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AVTR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling