-17.7%
AFRM vs MTCH
-73.0%
+55.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +1.2% |
| 7D | +3.1% | -1.8% | +4.9% | +4.9% |
| 30D | -4.2% | +10.4% | -14.7% | -13.0% |
| 3M | +10.1% | +21.0% | -10.9% | -9.4% |
| 6M | +39.4% | +36.6% | +2.8% | +1.5% |
| YTD | -3.2% | +29.7% | -32.8% | -26.5% |
| 1Y | -16.1% | +8.6% | -24.7% | -24.9% |
| 3Y | +220.8% | -2.7% | +223.5% | +192.8% |
| 5Y | -17.7% | -72.9% | +55.3% | +285.1% |
| All | -17.7% | -73.0% | +55.3% | +285.1% |
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