-17.9%
AMT vs DOCS
-54.0%
+36.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.2% |
| 7D | +4.4% | -1.3% | +5.7% | +4.4% |
| 30D | +17.7% | +19.4% | -1.7% | +16.5% |
| 3M | +16.7% | +53.4% | -36.7% | +13.5% |
| 6M | +11.1% | +28.8% | -17.6% | +8.9% |
| YTD | +13.9% | -25.1% | +38.9% | +14.6% |
| 1Y | +12.5% | -48.1% | +60.7% | +15.5% |
| 3Y | +13.2% | +51.4% | -38.2% | +2.9% |
| 5Y | -17.9% | -51.1% | +33.2% | -22.8% |
| All | -17.9% | -54.0% | +36.1% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling