+957.8%
AAOI vs MTCH
+199.6%
+758.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | -0.2% | +1.3% | -1.4% | -0.6% |
| 30D | -23.7% | +15.9% | -39.6% | -27.9% |
| 3M | -39.0% | +23.3% | -62.3% | -43.9% |
| 6M | -17.0% | +40.1% | -57.2% | -27.1% |
| YTD | +202.2% | +33.6% | +168.6% | +167.5% |
| 1Y | +292.4% | +14.1% | +278.3% | +267.4% |
| 3Y | +804.4% | +1.4% | +803.0% | +768.3% |
| 5Y | +1,318.0% | -73.1% | +1,391.2% | +1,803.7% |
| 10Y | +436.7% | +204.8% | +231.9% | +240.2% |
| All | +957.8% | +199.6% | +758.2% | +582.4% |
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