-27.8%
AAL vs MTCH
+629.5%
-657.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.8% |
| 7D | -3.7% | +0.7% | -4.4% | -4.1% |
| 30D | -20.8% | +9.7% | -30.5% | -23.9% |
| 3M | -1.3% | +21.1% | -22.3% | -8.9% |
| 6M | +5.4% | +37.5% | -32.1% | -7.9% |
| YTD | -14.4% | +31.9% | -46.3% | -24.1% |
| 1Y | +2.1% | +14.6% | -12.5% | -4.3% |
| 3Y | -10.6% | -6.2% | -4.4% | -12.6% |
| 5Y | -32.2% | -70.6% | +38.4% | -1.7% |
| 10Y | -62.7% | +185.6% | -248.3% | -86.4% |
| All | -27.8% | +629.5% | -657.4% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling