+112.7%
AMT vs TYL
+168.7%
-56.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.0% |
| 7D | +0.5% | +6.7% | -6.1% | -1.4% |
| 30D | +13.6% | +26.5% | -12.9% | +5.7% |
| 3M | +11.5% | +37.3% | -25.8% | +0.8% |
| 6M | +6.9% | +31.2% | -24.2% | -2.5% |
| YTD | +10.8% | -7.4% | +18.2% | +11.3% |
| 1Y | +10.3% | -9.6% | +19.9% | +11.6% |
| 3Y | +12.4% | +1.9% | +10.5% | +6.1% |
| 5Y | -20.1% | -21.1% | +1.0% | -19.8% |
| All | +112.7% | +168.7% | -56.0% | +44.0% |
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