-22.2%
AMT vs DOCS
-36.0%
+13.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | +4.6% | +21.8% | -17.2% | +3.4% |
| 3M | -8.4% | +27.3% | -35.7% | -9.7% |
| 6M | -6.0% | -0.3% | -5.7% | -6.5% |
| YTD | +2.1% | -40.5% | +42.6% | +3.8% |
| 1Y | -6.4% | -61.5% | +55.2% | -3.0% |
| 3Y | +8.1% | +8.2% | -0.1% | +2.5% |
| 5Y | -31.9% | -73.4% | +41.5% | -34.8% |
| All | -22.2% | -36.0% | +13.8% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling