+1,311.4%
AMT vs DOC
+619.9%
+691.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | -0.2% | -1.5% | +1.3% | +0.4% |
| 30D | +4.6% | -4.8% | +9.4% | +6.6% |
| 3M | -8.4% | +6.9% | -15.3% | -11.2% |
| 6M | -6.0% | +20.7% | -26.8% | -14.0% |
| YTD | +2.1% | +34.1% | -32.0% | -10.7% |
| 1Y | -6.4% | +22.6% | -29.0% | -15.3% |
| 3Y | +8.1% | +20.8% | -12.8% | -2.8% |
| 5Y | -31.9% | -24.9% | -7.1% | -25.9% |
| 10Y | +97.1% | -1.8% | +98.9% | +83.8% |
| All | +1,311.4% | +619.9% | +691.5% | +403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling