-32.2%
AAL vs MTCH
-72.5%
+40.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | -16.0% | +13.6% | -29.6% | -20.2% |
| 3M | -4.2% | +22.4% | -26.6% | -11.8% |
| 6M | +15.7% | +37.2% | -21.5% | +1.6% |
| YTD | -16.2% | +31.8% | -48.0% | -25.4% |
| 1Y | +0.2% | +12.9% | -12.7% | -5.5% |
| 3Y | -8.1% | -1.1% | -7.0% | -12.4% |
| 5Y | -32.2% | -73.5% | +41.3% | +3.8% |
| All | -32.2% | -72.5% | +40.3% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling