+74.2%
AA vs MTCH
-2.2%
+76.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.1% |
| 7D | -5.4% | -1.4% | -3.9% | -5.0% |
| 30D | -10.7% | +13.6% | -24.3% | -14.3% |
| 3M | -26.2% | +22.4% | -48.6% | -31.3% |
| 6M | -20.9% | +37.2% | -58.1% | -30.0% |
| YTD | -8.6% | +31.8% | -40.4% | -18.4% |
| 1Y | +57.4% | +12.9% | +44.5% | +49.3% |
| All | +74.2% | -2.2% | +76.4% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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