-8.2%
AAL vs MTCH
-3.1%
-5.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.3% |
| 30D | -13.7% | +12.8% | -26.5% | -18.3% |
| 3M | -8.2% | +20.0% | -28.1% | -15.4% |
| 6M | +13.1% | +34.7% | -21.6% | -1.1% |
| YTD | -15.6% | +30.6% | -46.2% | -25.5% |
| 1Y | +1.4% | +10.9% | -9.5% | -4.4% |
| All | -8.2% | -3.1% | -5.0% | -19.5% |
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