-31.3%
AMT vs DOV
+17.7%
-49.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -0.2% | -2.7% | +2.4% | +0.5% |
| 30D | +4.6% | -8.1% | +12.7% | +6.9% |
| 3M | -8.4% | -9.4% | +1.0% | -6.5% |
| 6M | -6.0% | -12.6% | +6.6% | -3.3% |
| YTD | +2.1% | -0.5% | +2.6% | +1.0% |
| 1Y | -6.4% | +9.2% | -15.6% | -10.2% |
| 3Y | +8.1% | +34.1% | -26.1% | -10.0% |
| All | -31.3% | +17.7% | -49.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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