-15.5%
AMT vs DOCS
-21.0%
+5.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.6% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | +13.6% | +17.4% | -3.8% | +12.7% |
| 3M | +11.5% | +57.4% | -45.9% | +8.8% |
| 6M | +6.9% | +26.5% | -19.6% | +5.2% |
| YTD | +10.8% | -26.6% | +37.4% | +11.5% |
| 1Y | +10.3% | -48.1% | +58.4% | +12.6% |
| 3Y | +12.4% | +52.6% | -40.2% | +4.6% |
| 5Y | -20.1% | -52.1% | +32.0% | -24.2% |
| All | -15.5% | -21.0% | +5.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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