+142.4%
AMT vs TYL
+183.6%
-41.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +6.8% | +21.1% | -14.3% | +0.8% |
| 3M | +11.2% | +28.9% | -17.7% | +2.6% |
| 6M | +12.5% | +42.0% | -29.5% | +0.2% |
| YTD | +12.5% | -6.6% | +19.1% | +12.7% |
| 1Y | +10.1% | -9.1% | +19.2% | +11.2% |
| 3Y | +16.0% | +1.8% | +14.2% | +9.6% |
| 5Y | -17.2% | -22.9% | +5.8% | -16.0% |
| All | +142.4% | +183.6% | -41.1% | +62.8% |
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