+12.4%
AMT vs TYL
+2.6%
+9.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | +0.5% | +6.7% | -6.1% | -0.4% |
| 30D | +13.6% | +26.5% | -12.9% | +9.8% |
| 3M | +11.5% | +37.3% | -25.8% | +6.3% |
| 6M | +6.9% | +31.2% | -24.2% | +2.3% |
| YTD | +10.8% | -7.4% | +18.2% | +11.6% |
| 1Y | +10.3% | -9.6% | +19.9% | +11.5% |
| 3Y | +12.4% | +1.9% | +10.5% | +10.4% |
| All | +12.4% | +2.6% | +9.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling