+0.6%
OTIS vs AVTR
-16.2%
+16.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.1% |
| 7D | -1.3% | +0.5% | -1.7% | -1.3% |
| 30D | +12.8% | -1.0% | +13.8% | +12.8% |
| 3M | +7.4% | +12.2% | -4.8% | +6.2% |
| 6M | +7.7% | +97.5% | -89.7% | +0.8% |
| YTD | -9.3% | +35.6% | -44.9% | -12.3% |
| 1Y | -12.1% | +32.8% | -44.9% | -14.9% |
| 3Y | +0.6% | -16.5% | +17.1% | +1.7% |
| All | +0.6% | -16.2% | +16.8% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling