-31.3%
AMT vs DOC
-24.5%
-6.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.2% |
| 7D | -0.2% | -1.5% | +1.3% | +0.5% |
| 30D | +4.6% | -4.8% | +9.4% | +7.1% |
| 3M | -8.4% | +6.9% | -15.3% | -11.9% |
| 6M | -6.0% | +20.7% | -26.8% | -15.8% |
| YTD | +2.1% | +34.1% | -32.0% | -14.1% |
| 1Y | -6.4% | +22.6% | -29.0% | -17.5% |
| 3Y | +8.1% | +20.8% | -12.8% | -5.4% |
| All | -31.3% | -24.5% | -6.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling