-24.9%
AFRM vs MTCH
-71.7%
+46.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.5% |
| 7D | -7.0% | +0.7% | -7.6% | -7.6% |
| 30D | -7.8% | +9.7% | -17.5% | -15.3% |
| 3M | +5.3% | +21.1% | -15.8% | -12.0% |
| 6M | +42.6% | +37.5% | +5.2% | +6.1% |
| YTD | -2.8% | +31.9% | -34.7% | -25.5% |
| 1Y | -19.3% | +14.6% | -33.9% | -30.4% |
| 3Y | +231.0% | -6.2% | +237.1% | +217.9% |
| 5Y | -22.2% | -70.6% | +48.3% | +118.1% |
| All | -24.9% | -71.7% | +46.8% | +115.7% |
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