+189.1%
AFRM vs MTCH
-3.1%
+192.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.1% | -5.9% |
| 7D | -8.0% | -2.4% | -5.6% | -6.7% |
| 30D | -9.8% | +12.8% | -22.6% | -16.4% |
| 3M | +4.7% | +20.0% | -15.3% | -7.3% |
| 6M | +34.1% | +34.7% | -0.6% | +10.2% |
| YTD | -8.4% | +30.6% | -39.0% | -23.5% |
| 1Y | -22.9% | +10.9% | -33.9% | -29.0% |
| All | +189.1% | -3.1% | +192.3% | +166.9% |
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