+69.1%
OTIS vs AVTR
+76.3%
-7.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -3.0% | -1.1% | -1.9% | -2.8% |
| 30D | -6.0% | +6.3% | -12.3% | -6.9% |
| 3M | -0.9% | +53.3% | -54.2% | -7.4% |
| 6M | -17.3% | +78.6% | -96.0% | -24.8% |
| YTD | -19.6% | +29.2% | -48.8% | -23.3% |
| 1Y | -21.0% | +13.8% | -34.9% | -24.2% |
| 3Y | -12.1% | -27.4% | +15.4% | -10.6% |
| 5Y | -17.1% | -65.0% | +47.9% | -4.9% |
| All | +69.1% | +76.3% | -7.2% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling