+343.3%
AHR vs MTCH
+22.2%
+321.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -2.1% | +1.3% | -3.3% | -2.1% |
| 30D | +1.9% | +15.9% | -14.0% | +1.3% |
| 3M | +15.7% | +23.3% | -7.6% | +14.6% |
| 6M | +2.5% | +40.1% | -37.6% | +1.0% |
| YTD | +15.0% | +33.6% | -18.6% | +13.6% |
| 1Y | +28.1% | +14.1% | +14.0% | +27.5% |
| All | +343.3% | +22.2% | +321.1% | +329.7% |
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