+93.6%
AMT vs TYL
+116.1%
-22.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.1% |
| 7D | -0.2% | -3.7% | +3.5% | +0.9% |
| 30D | +4.6% | +18.7% | -14.1% | -0.9% |
| 3M | -8.4% | +18.1% | -26.6% | -13.5% |
| 6M | -6.0% | -1.1% | -4.9% | -6.6% |
| YTD | +2.1% | -19.8% | +21.9% | +7.5% |
| 1Y | -6.4% | -34.3% | +27.9% | +5.1% |
| 3Y | +8.1% | -8.2% | +16.3% | +5.1% |
| 5Y | -31.9% | -25.4% | -6.5% | -30.8% |
| All | +93.6% | +116.1% | -22.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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