-29.6%
AFRM vs MTCH
-71.7%
+42.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.4% | -0.8% |
| 7D | -10.3% | +3.5% | -13.8% | -12.8% |
| 30D | -13.7% | +0.3% | -14.0% | -14.8% |
| 3M | -11.6% | +13.7% | -25.2% | -22.0% |
| 6M | +2.1% | +17.6% | -15.5% | -13.5% |
| YTD | -8.9% | +31.8% | -40.7% | -30.9% |
| 1Y | -9.7% | +29.2% | -39.0% | -30.4% |
| 3Y | +202.5% | +46.7% | +155.7% | +89.6% |
| 5Y | -55.3% | -70.9% | +15.6% | +23.0% |
| All | -29.6% | -71.7% | +42.1% | +100.0% |
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