-29.4%
AFRM vs MTCH
-71.7%
+42.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -1.0% |
| 7D | -8.5% | -1.4% | -7.1% | -7.4% |
| 30D | -11.4% | +13.6% | -25.0% | -20.9% |
| 3M | +8.2% | +22.4% | -14.1% | -10.5% |
| 6M | +36.6% | +37.2% | -0.6% | +1.8% |
| YTD | -8.7% | +31.8% | -40.4% | -30.0% |
| 1Y | -19.9% | +12.9% | -32.8% | -30.0% |
| 3Y | +202.6% | -1.1% | +203.7% | +175.9% |
| 5Y | -45.0% | -73.5% | +28.5% | +60.2% |
| All | -29.4% | -71.7% | +42.3% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling