+1,473.8%
AMT vs TYL
+5,077.4%
-3,603.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +4.4% | +15.1% | -10.7% | +1.5% |
| 30D | +17.7% | +30.1% | -12.3% | +11.7% |
| 3M | +16.7% | +40.4% | -23.7% | +8.8% |
| 6M | +11.1% | +31.3% | -20.1% | +4.6% |
| YTD | +13.9% | -5.2% | +19.1% | +13.2% |
| 1Y | +12.5% | -6.6% | +19.1% | +12.1% |
| 3Y | +13.2% | +3.4% | +9.8% | +9.4% |
| 5Y | -17.9% | -19.3% | +1.4% | -17.8% |
| 10Y | +122.8% | +178.1% | -55.3% | +75.0% |
| All | +1,473.8% | +5,077.4% | -3,603.6% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling