+74.2%
OTIS vs AVTR
+78.2%
-4.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -1.1% |
| 30D | -2.0% | +12.1% | -14.0% | -3.7% |
| 3M | +2.6% | +57.2% | -54.7% | -4.5% |
| 6M | -20.9% | +73.1% | -94.0% | -27.7% |
| YTD | -17.1% | +30.6% | -47.7% | -21.1% |
| 1Y | -15.9% | +13.5% | -29.4% | -19.2% |
| 3Y | -12.7% | -31.0% | +18.3% | -10.3% |
| 5Y | -15.7% | -63.2% | +47.5% | -4.1% |
| All | +74.2% | +78.2% | -4.0% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling